Recession Indicators

Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}

## [1] "CPIAUCSL"

## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"

## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"

## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"

## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"

## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "^DJI"
## [1] "^STOXX50E"

## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.

## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "HOUSTNSA"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"

## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.

## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date

## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...

## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 917604 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master

##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpG0KYLP\remotes3ce86518108a\RamiKrispin-coronavirus-cde597f/DESCRIPTION'
## 
  
  
  
-  preparing 'coronavirus': (1.5s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts (344ms)
## 
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 

## Caught an warning!

## <simpleWarning: package 'coronavirus' is in use and will not be installed>

## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)

## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."

df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

• Go long on short term bonds, rather than just roll out of the market. That way at least some returns would be generated during recessions.
• Refine the recession indicator.

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

As of Feb 2020 we have entered a recession as defined by the NBER yet the market continues to rise.

P/E ratio of 21.13 compares to a historical mean value over the last decade of 18.64. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

• S&P 500 Volume, last updated on 2022-12-30, is flat over the last year and negative over the last month.

Unemployment

• Headline unemployment (U-3) stands at 3.70% (last updated on 2022-11-01) which is near the 1-year average of 3.65% and rising with respect to the low in the last twelve months of 3.50%. Unlikely the rate will drop again.

• Payrolls (BLS data, NSA) year-over-year stands at 5.04% which is above the 1-year average of 4.07% and falling with respect to the peak, in the last twelve months, of 5.07%.

• Jobless claims (ICSA data) year-over-year stands at -0.44% (last updated on 2022-12-24) which is in-line with the 1-year average of -45.43% and below the peak, in the last twelve months, of 6.64%.

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

• Real personal income year over year growth stands at 0.57% (last updated on 2022-11-01). This is below the recent peak of 2.39%.

Yield Curve and Bond Market

• The 10-year to 3-month yield stands at -0.51% (last updated on 2022-12-29). This is above the recent low of -0.78%. The trend is negative over the last year and negative over the last month.

• Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  

6-Month High

	string.symbol	string.description
1	CPIAUCSL	Consumer Price Index for All Urban Consumers: All Items
3	UNRATE	Civilian Unemployment Rate U-3
4	PCEPI	Personal Consumption Expenditures: Chain-type Price Index
5	CCSA	Continued Claims (Insured Unemployment)
7	NPPTTL	Total Nonfarm Private Payroll Employment (ADP)
9	PAYNSA	All Employees: Total Nonfarm Payrolls (NSA)
10	TABSHNO	Households and nonprofit organizations; total assets, Level
11	HNONWPDPI	Household Net Worth, percent Dispsable Income
14	RSALES	Real Retail Sales (DISCONTINUED)
15	W875RX1	Real personal income excluding current transfer receipts
16	RPI	Real personal income
51	EXPCH	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
52	IMPMX	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
56	BUSLOANS	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
58	BUSLOANSNSA	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
59	REALLNNSA	Real Estate Loans, All Commercial Banks (Monthly, NSA)
60	REALLN	Real Estate Loans, All Commercial Banks (Monthly, SA)
61	RELACBW027NBOG	Real Estate Loans, All Commercial Banks (Weekly, NSA)
62	RELACBW027SBOG	Real Estate Loans, All Commercial Banks (Weekly, SA)
63	RREACBM027NBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
64	RREACBM027SBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
65	RREACBW027SBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
66	RREACBW027NBOG	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
68	CONSUMERNSA	Consumer Loans, All Commercial Banks
69	TOTLLNSA	Loans and Leases in Bank Credit, All Commercial Banks
71	DRCLACBS	Delinquency Rate on Consumer Loans, All Commercial Banks, SA
72	TOTCINSA	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
73	SRPSABSNNCB	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
74	ASTLL	All sectors; total loans; liability, Level (NSA)
75	FBDILNECA	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
76	ASOLAL	All sectors; other loans and advances; liability, Level (NSA)
77	ASTMA	All sectors; total mortgages; asset, Level (NSA)
78	ASHMA	All sectors; home mortgages; asset, Level (NSA)
79	ASMRMA	All sectors; multifamily residential mortgages; asset, Level (NSA)
80	ASCMA	All sectors; commercial mortgages; asset, Level (NSA)
81	ASFMA	All sectors; farm mortgages; asset, Level (NSA)
82	CCLBSHNO	Households and nonprofit organizations; consumer credit; liability, Level (NSA)
83	FBDSILQ027S	Domestic financial sectors debt securities; liability, Level (NSA)
84	FBLL	Domestic financial sectors loans; liability, Level (NSA)
85	NCBDBIQ027S	Nonfinancial corporate business; debt securities; liability, Level
92	TB3MS	3-Month Treasury Bill: Secondary Market Rate (Monthly)
109	GDP	Gross Domestic Product
110	FNDEFX	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
111	FDEFX	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
112	GDPNOW	Fed Atlanta GDPNow
113	GDPC1	Real Gross Domestic Product
114	GDPDEF	Gross Domestic Product: Implicit Price Deflator
117	FEDFUNDS	Effective Federal Funds Rate
118	GPDI	Gross Private Domestic Investment
119	W790RC1Q027SBEA	Net domestic investment: Private: Domestic busines
120	MZMV	Velocity of MZM Money Stock
121	M1	M1 Money Stock
122	M2	M2 Money Stock
123	OPHNFB	Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
131	GFDEBTN	Federal Debt: Total Public Debt
135	MSPUS	Median Sales Price of Houses Sold for the United States (NSA)
139	GFDEGDQ188S	Federal Debt: Total Public Debt as Percent of Gross Domestic Product
140	FYFSD	Federal Surplus or Deficit
141	FYFSGDA188S	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
146	OUTMS	Manufacturing Sector: Real Output
147	MANEMP	All Employees: Manufacturing
148	PRS30006163	Manufacturing Sector: Real Output Per Person
153	SOFR99	Secured Overnight Financing Rate: 99th Percentile
157	OBFR	Overnight Bank Funding Rate
159	OBFR75	Overnight Bank Funding Rate: 75th Percentile
163	IOER	Interest Rate on Excess Reserves
165	EXCSRESNW	Excess Reserves of Depository Institutions
166	ECBASSETS	Central Bank Assets for Euro Area (11-19 Countries)
167	EUNNGDP	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
169	CURRENCY	Currency Component of M1 (Seasonally Adjusted)
170	WCURRNS	Currency Component of M1
172	PRS88003193	Nonfinancial Corporations Sector: Unit Profits
175	POPTHM	Population (U.S.)
176	POPTHM	Population (U.S.)
184	TERMCBPER24NS	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
185	A065RC1A027NBEA	Personal income (NSA)
186	PI	Personal income (SA)
187	PCE	Personal Consumption Expenditures (SA)
188	A053RC1Q027SBEA	National income: Corporate profits before tax (without IVA and CCAdj)
189	CPROFIT	Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
226	ISMMANPMI	Institute of Supply Managment PMI Composite Index
228	MULTPLSP500SALESQUARTER	S&P 500 TTM Sales (Not Inflation Adjusted)
230	MULTPLSP500DIVMONTH	S&P 500 Dividend by Month (Inflation Adjusted)
231	CHRISCMEHG1	Copper Futures, Continuous Contract #1 (HG1) (Front Month)
232	WWDIWLDISAIRGOODMTK1	Air transport, freight
234	PETA103600001M	U.S. Total Gasoline Retail Sales by Refiners, Monthly
235	PETA123600001M	U.S. Regular Gasoline Retail Sales by Refiners, Monthly
236	PETA143B00001M	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
237	PETA133B00001M	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
238	TOTALOGNRPUSM	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
239	TOTALPANRPUSM	Crude Oil Rotary Rigs in Operation, Monthly
241	BKRTotal	Total Rig Count
242	BKRGas	Gas Rig Count
243	BKROil	Oil Rig Count
244	FARMINCOME	Net Farm Income
245	OPEARNINGSPERSHARE	Operating Earnings per Share
246	AREARNINGSPERSHARE	As-Reported Earnings per Share
247	CASHDIVIDENDSPERSHR	Cash Dividends per Share
248	SALESPERSHR	Sales per Share
249	BOOKVALPERSHR	Book value per Share
250	CAPEXPERSHR	Cap ex per Share
251	PRICE	Price
252	OPEARNINGSTTM	TTM Operating Earnings
253	AREARNINGSTTM	TTM Reported Earnings
256	OCCEquityVolume	Equity Options Volume
257	OCCNonEquityVolume	Non-Equity Options Volume
261	BUSLOANS.by.GDP	Business Loans Normalized by GDP
264	BUSLOANSNSA.by.GDP	Business Loans Normalized by GDP
266	TOTCINSA.by.GDP	Business Loans (Weekly, NSA) Normalized by GDP
269	W875RX1.by.GDP	Real Personal Income Normalized by GDP
270	A065RC1A027NBEA.by.GDP	Personal Income (NSA) Normalized by GDP
271	PI.by.GDP	Personal Income (SA) Normalized by GDP
272	A053RC1Q027SBEA.by.GDP	National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
273	CPROFIT.by.GDP	National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
274	CONSUMERNSA.by.GDP	Consumer Loans Not Seasonally Adjusted divided by GDP
275	RREACBM027NBOG.by.GDP	Residental Real Estate Loans (Monthly, NSA) divided by GDP
276	RREACBM027SBOG.by.GDP	Residental Real Estate Loans (Monthly, SA) divided by GDP
277	RREACBW027SBOG.by.GDP	Residental Real Estate Loans (Weekly, SA) divided by GDP
278	RREACBW027NBOG.by.GDP	Residental Real Estate Loans (Weekly, NSA) divided by GDP
281	ASHMA.by.GDP	Home Mortgages (Quarterly, NSA) divided by GDP
284	CONSUMERNSA.INTEREST	Consumer Loans (Not Seasonally Adjusted) Interest Burdens
285	CONSUMERNSA.INTEREST.by.GDP	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
286	TOTLNNSA	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
287	TOTLNNSA.by.GDP	Total Loans Not Seasonally Adjusted divided by GDP
291	EXCSRESNW.by.GDP	Excess Reserves of Depository Institutions Divided by GDP
294	EXPCH.minus.IMPCH	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
296	SRPSABSNNCB.by.GDP	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
297	ASTLL.by.GDP	All sectors; total loans; liability, Level (NSA) Divided by GDP
298	ASFMA.by.GDP	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
299	ASFMA.by.ASTLL	All sectors; total loans Divided by farm mortgages
302	FARMINCOME.by.GDP	Farm Income (Annual, NSA) Divided by GDP
305	ECBASSETS.by.EUNNGDP	Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
316	CHRISCMEHG1.by.PPIACO	Copper, $/lb, Normalized by commodities producer price index
323	GDP.by.GDPDEF	Nominal GDP Normalized by GDP def
346	CPIAUCSL_Log	Log of Consumer Price Index for All Urban Consumers: All Items
347	CPIAUCSL_mva365	Consumer Price Index for All Urban Consumers: All Items 365 Day MA
348	CPIAUCSL_mva200	Consumer Price Index for All Urban Consumers: All Items 200 Day MA
349	CPIAUCSL_mva050	Consumer Price Index for All Urban Consumers: All Items 50 Day MA
350	USREC_YoY	NBER based Recession Indicators Year over Year
351	USREC_YoY4	NBER based Recession Indicators 4 Year over 4 Year
352	USREC_YoY5	NBER based Recession Indicators 5 Year over 5 Year
353	USREC_Smooth	Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
354	USREC_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
355	USREC_SmoothDer	Derivative of Smoothed NBER based Recession Indicators
356	USREC_Log	Log of NBER based Recession Indicators
357	USREC_mva365	NBER based Recession Indicators 365 Day MA
358	USREC_mva200	NBER based Recession Indicators 200 Day MA
359	USREC_mva050	NBER based Recession Indicators 50 Day MA
366	UNRATE_Log	Log of Civilian Unemployment Rate U-3
369	UNRATE_mva050	Civilian Unemployment Rate U-3 50 Day MA
376	PCEPI_Log	Log of Personal Consumption Expenditures: Chain-type Price Index
377	PCEPI_mva365	Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
378	PCEPI_mva200	Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
379	PCEPI_mva050	Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
380	CCSA_YoY	Continued Claims (Insured Unemployment) Year over Year
383	CCSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment)
385	CCSA_SmoothDer	Derivative of Smoothed Continued Claims (Insured Unemployment)
386	CCSA_Log	Log of Continued Claims (Insured Unemployment)
389	CCSA_mva050	Continued Claims (Insured Unemployment) 50 Day MA
393	CCNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment, NSA)
395	CCNSA_SmoothDer	Derivative of Smoothed Continued Claims (Insured Unemployment, NSA)
399	CCNSA_mva050	Continued Claims (Insured Unemployment, NSA) 50 Day MA
403	NPPTTL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Nonfarm Private Payroll Employment (ADP)
406	NPPTTL_Log	Log of Total Nonfarm Private Payroll Employment (ADP)
407	NPPTTL_mva365	Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
408	NPPTTL_mva200	Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
409	NPPTTL_mva050	Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
423	PAYNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) All Employees: Total Nonfarm Payrolls (NSA)
426	PAYNSA_Log	Log of All Employees: Total Nonfarm Payrolls (NSA)
427	PAYNSA_mva365	All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
428	PAYNSA_mva200	All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
429	PAYNSA_mva050	All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
435	TABSHNO_SmoothDer	Derivative of Smoothed Households and nonprofit organizations; total assets, Level
436	TABSHNO_Log	Log of Households and nonprofit organizations; total assets, Level
445	HNONWPDPI_SmoothDer	Derivative of Smoothed Household Net Worth, percent Dispsable Income
446	HNONWPDPI_Log	Log of Household Net Worth, percent Dispsable Income
451	INDPRO_YoY4	Industrial Production Index 4 Year over 4 Year
457	INDPRO_mva365	Industrial Production Index 365 Day MA
458	INDPRO_mva200	Industrial Production Index 200 Day MA
470	RSALES_YoY	Real Retail Sales (DISCONTINUED) Year over Year
471	RSALES_YoY4	Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
472	RSALES_YoY5	Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
476	RSALES_Log	Log of Real Retail Sales (DISCONTINUED)
477	RSALES_mva365	Real Retail Sales (DISCONTINUED) 365 Day MA
478	RSALES_mva200	Real Retail Sales (DISCONTINUED) 200 Day MA
479	RSALES_mva050	Real Retail Sales (DISCONTINUED) 50 Day MA
485	W875RX1_SmoothDer	Derivative of Smoothed Real personal income excluding current transfer receipts
486	W875RX1_Log	Log of Real personal income excluding current transfer receipts
487	W875RX1_mva365	Real personal income excluding current transfer receipts 365 Day MA
488	W875RX1_mva200	Real personal income excluding current transfer receipts 200 Day MA
489	W875RX1_mva050	Real personal income excluding current transfer receipts 50 Day MA
490	RPI_YoY	Real personal income Year over Year
493	RPI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real personal income
495	RPI_SmoothDer	Derivative of Smoothed Real personal income
496	RPI_Log	Log of Real personal income
498	RPI_mva200	Real personal income 200 Day MA
499	RPI_mva050	Real personal income 50 Day MA
505	PCOPPUSDM_SmoothDer	Derivative of Smoothed Global price of Copper
513	NOBL.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
515	NOBL.Open_SmoothDer	Derivative of Smoothed
523	NOBL.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
525	NOBL.High_SmoothDer	Derivative of Smoothed
533	NOBL.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
535	NOBL.Low_SmoothDer	Derivative of Smoothed
543	NOBL.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
545	NOBL.Close_SmoothDer	Derivative of Smoothed
555	NOBL.Volume_SmoothDer	Derivative of Smoothed
563	NOBL.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
565	NOBL.Adjusted_SmoothDer	Derivative of Smoothed
573	SCHD.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
575	SCHD.Open_SmoothDer	Derivative of Smoothed
583	SCHD.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
585	SCHD.High_SmoothDer	Derivative of Smoothed
593	SCHD.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
595	SCHD.Low_SmoothDer	Derivative of Smoothed
603	SCHD.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
605	SCHD.Close_SmoothDer	Derivative of Smoothed
613	SCHD.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
615	SCHD.Volume_SmoothDer	Derivative of Smoothed
617	SCHD.Volume_mva365	365 Day MA
623	SCHD.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
625	SCHD.Adjusted_SmoothDer	Derivative of Smoothed
635	PFF.Open_SmoothDer	Derivative of Smoothed
645	PFF.High_SmoothDer	Derivative of Smoothed
655	PFF.Low_SmoothDer	Derivative of Smoothed
665	PFF.Close_SmoothDer	Derivative of Smoothed
673	PFF.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
674	PFF.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
675	PFF.Volume_SmoothDer	Derivative of Smoothed
685	PFF.Adjusted_SmoothDer	Derivative of Smoothed
695	HPI.Open_SmoothDer	Derivative of Smoothed
715	HPI.Low_SmoothDer	Derivative of Smoothed
733	HPI.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
735	HPI.Volume_SmoothDer	Derivative of Smoothed
737	HPI.Volume_mva365	365 Day MA
739	HPI.Volume_mva050	50 Day MA
753	GSFTX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
755	GSFTX.Open_SmoothDer	Derivative of Smoothed
763	GSFTX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
765	GSFTX.High_SmoothDer	Derivative of Smoothed
773	GSFTX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
775	GSFTX.Low_SmoothDer	Derivative of Smoothed
783	GSFTX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
785	GSFTX.Close_SmoothDer	Derivative of Smoothed
790	GSFTX.Volume_YoY	Year over Year
791	GSFTX.Volume_YoY4	4 Year over 4 Year
792	GSFTX.Volume_YoY5	5 Year over 5 Year
793	GSFTX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
794	GSFTX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
795	GSFTX.Volume_SmoothDer	Derivative of Smoothed
796	GSFTX.Volume_Log	Log of
797	GSFTX.Volume_mva365	365 Day MA
798	GSFTX.Volume_mva200	200 Day MA
799	GSFTX.Volume_mva050	50 Day MA
803	GSFTX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
805	GSFTX.Adjusted_SmoothDer	Derivative of Smoothed
850	LFMIX.Volume_YoY	Year over Year
851	LFMIX.Volume_YoY4	4 Year over 4 Year
852	LFMIX.Volume_YoY5	5 Year over 5 Year
853	LFMIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
854	LFMIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
855	LFMIX.Volume_SmoothDer	Derivative of Smoothed
856	LFMIX.Volume_Log	Log of
857	LFMIX.Volume_mva365	365 Day MA
858	LFMIX.Volume_mva200	200 Day MA
859	LFMIX.Volume_mva050	50 Day MA
867	LFMIX.Adjusted_mva365	365 Day MA
910	LFMCX.Volume_YoY	Year over Year
911	LFMCX.Volume_YoY4	4 Year over 4 Year
912	LFMCX.Volume_YoY5	5 Year over 5 Year
913	LFMCX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
914	LFMCX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
915	LFMCX.Volume_SmoothDer	Derivative of Smoothed
916	LFMCX.Volume_Log	Log of
917	LFMCX.Volume_mva365	365 Day MA
918	LFMCX.Volume_mva200	200 Day MA
919	LFMCX.Volume_mva050	50 Day MA
927	LFMCX.Adjusted_mva365	365 Day MA
970	LFMAX.Volume_YoY	Year over Year
971	LFMAX.Volume_YoY4	4 Year over 4 Year
972	LFMAX.Volume_YoY5	5 Year over 5 Year
973	LFMAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
974	LFMAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
975	LFMAX.Volume_SmoothDer	Derivative of Smoothed
976	LFMAX.Volume_Log	Log of
977	LFMAX.Volume_mva365	365 Day MA
978	LFMAX.Volume_mva200	200 Day MA
979	LFMAX.Volume_mva050	50 Day MA
987	LFMAX.Adjusted_mva365	365 Day MA
1030	LCSIX.Volume_YoY	Year over Year
1031	LCSIX.Volume_YoY4	4 Year over 4 Year
1032	LCSIX.Volume_YoY5	5 Year over 5 Year
1033	LCSIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1034	LCSIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1035	LCSIX.Volume_SmoothDer	Derivative of Smoothed
1036	LCSIX.Volume_Log	Log of
1037	LCSIX.Volume_mva365	365 Day MA
1038	LCSIX.Volume_mva200	200 Day MA
1039	LCSIX.Volume_mva050	50 Day MA
1043	LCSIX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1047	LCSIX.Adjusted_mva365	365 Day MA
1055	BSV.Open_SmoothDer	Derivative of Smoothed
1065	BSV.High_SmoothDer	Derivative of Smoothed
1075	BSV.Low_SmoothDer	Derivative of Smoothed
1085	BSV.Close_SmoothDer	Derivative of Smoothed
1097	BSV.Volume_mva365	365 Day MA
1105	BSV.Adjusted_SmoothDer	Derivative of Smoothed
1115	VBIRX.Open_SmoothDer	Derivative of Smoothed
1125	VBIRX.High_SmoothDer	Derivative of Smoothed
1135	VBIRX.Low_SmoothDer	Derivative of Smoothed
1145	VBIRX.Close_SmoothDer	Derivative of Smoothed
1150	VBIRX.Volume_YoY	Year over Year
1151	VBIRX.Volume_YoY4	4 Year over 4 Year
1152	VBIRX.Volume_YoY5	5 Year over 5 Year
1153	VBIRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1154	VBIRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1155	VBIRX.Volume_SmoothDer	Derivative of Smoothed
1156	VBIRX.Volume_Log	Log of
1157	VBIRX.Volume_mva365	365 Day MA
1158	VBIRX.Volume_mva200	200 Day MA
1159	VBIRX.Volume_mva050	50 Day MA
1165	VBIRX.Adjusted_SmoothDer	Derivative of Smoothed
1175	BIV.Open_SmoothDer	Derivative of Smoothed
1185	BIV.High_SmoothDer	Derivative of Smoothed
1195	BIV.Low_SmoothDer	Derivative of Smoothed
1205	BIV.Close_SmoothDer	Derivative of Smoothed
1213	BIV.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1215	BIV.Volume_SmoothDer	Derivative of Smoothed
1217	BIV.Volume_mva365	365 Day MA
1225	BIV.Adjusted_SmoothDer	Derivative of Smoothed
1235	VFSUX.Open_SmoothDer	Derivative of Smoothed
1245	VFSUX.High_SmoothDer	Derivative of Smoothed
1255	VFSUX.Low_SmoothDer	Derivative of Smoothed
1265	VFSUX.Close_SmoothDer	Derivative of Smoothed
1270	VFSUX.Volume_YoY	Year over Year
1271	VFSUX.Volume_YoY4	4 Year over 4 Year
1272	VFSUX.Volume_YoY5	5 Year over 5 Year
1273	VFSUX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1274	VFSUX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1275	VFSUX.Volume_SmoothDer	Derivative of Smoothed
1276	VFSUX.Volume_Log	Log of
1277	VFSUX.Volume_mva365	365 Day MA
1278	VFSUX.Volume_mva200	200 Day MA
1279	VFSUX.Volume_mva050	50 Day MA
1285	VFSUX.Adjusted_SmoothDer	Derivative of Smoothed
1295	LTUIX.Open_SmoothDer	Derivative of Smoothed
1305	LTUIX.High_SmoothDer	Derivative of Smoothed
1315	LTUIX.Low_SmoothDer	Derivative of Smoothed
1325	LTUIX.Close_SmoothDer	Derivative of Smoothed
1330	LTUIX.Volume_YoY	Year over Year
1331	LTUIX.Volume_YoY4	4 Year over 4 Year
1332	LTUIX.Volume_YoY5	5 Year over 5 Year
1333	LTUIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1334	LTUIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1335	LTUIX.Volume_SmoothDer	Derivative of Smoothed
1336	LTUIX.Volume_Log	Log of
1337	LTUIX.Volume_mva365	365 Day MA
1338	LTUIX.Volume_mva200	200 Day MA
1339	LTUIX.Volume_mva050	50 Day MA
1345	LTUIX.Adjusted_SmoothDer	Derivative of Smoothed
1355	PTTPX.Open_SmoothDer	Derivative of Smoothed
1365	PTTPX.High_SmoothDer	Derivative of Smoothed
1375	PTTPX.Low_SmoothDer	Derivative of Smoothed
1385	PTTPX.Close_SmoothDer	Derivative of Smoothed
1390	PTTPX.Volume_YoY	Year over Year
1391	PTTPX.Volume_YoY4	4 Year over 4 Year
1392	PTTPX.Volume_YoY5	5 Year over 5 Year
1393	PTTPX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1394	PTTPX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1395	PTTPX.Volume_SmoothDer	Derivative of Smoothed
1396	PTTPX.Volume_Log	Log of
1397	PTTPX.Volume_mva365	365 Day MA
1398	PTTPX.Volume_mva200	200 Day MA
1399	PTTPX.Volume_mva050	50 Day MA
1405	PTTPX.Adjusted_SmoothDer	Derivative of Smoothed
1415	NERYX.Open_SmoothDer	Derivative of Smoothed
1425	NERYX.High_SmoothDer	Derivative of Smoothed
1435	NERYX.Low_SmoothDer	Derivative of Smoothed
1445	NERYX.Close_SmoothDer	Derivative of Smoothed
1450	NERYX.Volume_YoY	Year over Year
1451	NERYX.Volume_YoY4	4 Year over 4 Year
1452	NERYX.Volume_YoY5	5 Year over 5 Year
1453	NERYX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1454	NERYX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1455	NERYX.Volume_SmoothDer	Derivative of Smoothed
1456	NERYX.Volume_Log	Log of
1457	NERYX.Volume_mva365	365 Day MA
1458	NERYX.Volume_mva200	200 Day MA
1459	NERYX.Volume_mva050	50 Day MA
1465	NERYX.Adjusted_SmoothDer	Derivative of Smoothed
1475	STIGX.Open_SmoothDer	Derivative of Smoothed
1485	STIGX.High_SmoothDer	Derivative of Smoothed
1495	STIGX.Low_SmoothDer	Derivative of Smoothed
1505	STIGX.Close_SmoothDer	Derivative of Smoothed
1510	STIGX.Volume_YoY	Year over Year
1511	STIGX.Volume_YoY4	4 Year over 4 Year
1512	STIGX.Volume_YoY5	5 Year over 5 Year
1513	STIGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1514	STIGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1515	STIGX.Volume_SmoothDer	Derivative of Smoothed
1516	STIGX.Volume_Log	Log of
1517	STIGX.Volume_mva365	365 Day MA
1518	STIGX.Volume_mva200	200 Day MA
1519	STIGX.Volume_mva050	50 Day MA
1525	STIGX.Adjusted_SmoothDer	Derivative of Smoothed
1535	HLGAX.Open_SmoothDer	Derivative of Smoothed
1545	HLGAX.High_SmoothDer	Derivative of Smoothed
1555	HLGAX.Low_SmoothDer	Derivative of Smoothed
1565	HLGAX.Close_SmoothDer	Derivative of Smoothed
1570	HLGAX.Volume_YoY	Year over Year
1571	HLGAX.Volume_YoY4	4 Year over 4 Year
1572	HLGAX.Volume_YoY5	5 Year over 5 Year
1573	HLGAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1574	HLGAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1575	HLGAX.Volume_SmoothDer	Derivative of Smoothed
1576	HLGAX.Volume_Log	Log of
1577	HLGAX.Volume_mva365	365 Day MA
1578	HLGAX.Volume_mva200	200 Day MA
1579	HLGAX.Volume_mva050	50 Day MA
1585	HLGAX.Adjusted_SmoothDer	Derivative of Smoothed
1595	FTRGX.Open_SmoothDer	Derivative of Smoothed
1605	FTRGX.High_SmoothDer	Derivative of Smoothed
1615	FTRGX.Low_SmoothDer	Derivative of Smoothed
1625	FTRGX.Close_SmoothDer	Derivative of Smoothed
1630	FTRGX.Volume_YoY	Year over Year
1631	FTRGX.Volume_YoY4	4 Year over 4 Year
1632	FTRGX.Volume_YoY5	5 Year over 5 Year
1633	FTRGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1634	FTRGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1635	FTRGX.Volume_SmoothDer	Derivative of Smoothed
1636	FTRGX.Volume_Log	Log of
1637	FTRGX.Volume_mva365	365 Day MA
1638	FTRGX.Volume_mva200	200 Day MA
1639	FTRGX.Volume_mva050	50 Day MA
1645	FTRGX.Adjusted_SmoothDer	Derivative of Smoothed
1655	THIIX.Open_SmoothDer	Derivative of Smoothed
1665	THIIX.High_SmoothDer	Derivative of Smoothed
1675	THIIX.Low_SmoothDer	Derivative of Smoothed
1685	THIIX.Close_SmoothDer	Derivative of Smoothed
1690	THIIX.Volume_YoY	Year over Year
1691	THIIX.Volume_YoY4	4 Year over 4 Year
1692	THIIX.Volume_YoY5	5 Year over 5 Year
1693	THIIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1694	THIIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1695	THIIX.Volume_SmoothDer	Derivative of Smoothed
1696	THIIX.Volume_Log	Log of
1697	THIIX.Volume_mva365	365 Day MA
1698	THIIX.Volume_mva200	200 Day MA
1699	THIIX.Volume_mva050	50 Day MA
1705	THIIX.Adjusted_SmoothDer	Derivative of Smoothed
1715	PTTRX.Open_SmoothDer	Derivative of Smoothed
1725	PTTRX.High_SmoothDer	Derivative of Smoothed
1735	PTTRX.Low_SmoothDer	Derivative of Smoothed
1745	PTTRX.Close_SmoothDer	Derivative of Smoothed
1750	PTTRX.Volume_YoY	Year over Year
1751	PTTRX.Volume_YoY4	4 Year over 4 Year
1752	PTTRX.Volume_YoY5	5 Year over 5 Year
1753	PTTRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1754	PTTRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1755	PTTRX.Volume_SmoothDer	Derivative of Smoothed
1756	PTTRX.Volume_Log	Log of
1757	PTTRX.Volume_mva365	365 Day MA
1758	PTTRX.Volume_mva200	200 Day MA
1759	PTTRX.Volume_mva050	50 Day MA
1765	PTTRX.Adjusted_SmoothDer	Derivative of Smoothed
1810	BFIGX.Volume_YoY	Year over Year
1811	BFIGX.Volume_YoY4	4 Year over 4 Year
1812	BFIGX.Volume_YoY5	5 Year over 5 Year
1813	BFIGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1814	BFIGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1815	BFIGX.Volume_SmoothDer	Derivative of Smoothed
1816	BFIGX.Volume_Log	Log of
1817	BFIGX.Volume_mva365	365 Day MA
1818	BFIGX.Volume_mva200	200 Day MA
1819	BFIGX.Volume_mva050	50 Day MA
1825	BFIGX.Adjusted_SmoothDer	Derivative of Smoothed
1835	VTWO.Open_SmoothDer	Derivative of Smoothed
1845	VTWO.High_SmoothDer	Derivative of Smoothed
1855	VTWO.Low_SmoothDer	Derivative of Smoothed
1865	VTWO.Close_SmoothDer	Derivative of Smoothed
1875	VTWO.Volume_SmoothDer	Derivative of Smoothed
1885	VTWO.Adjusted_SmoothDer	Derivative of Smoothed
1895	EIFAX.Open_SmoothDer	Derivative of Smoothed
1905	EIFAX.High_SmoothDer	Derivative of Smoothed
1915	EIFAX.Low_SmoothDer	Derivative of Smoothed
1925	EIFAX.Close_SmoothDer	Derivative of Smoothed
1930	EIFAX.Volume_YoY	Year over Year
1931	EIFAX.Volume_YoY4	4 Year over 4 Year
1932	EIFAX.Volume_YoY5	5 Year over 5 Year
1933	EIFAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1934	EIFAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1935	EIFAX.Volume_SmoothDer	Derivative of Smoothed
1936	EIFAX.Volume_Log	Log of
1937	EIFAX.Volume_mva365	365 Day MA
1938	EIFAX.Volume_mva200	200 Day MA
1939	EIFAX.Volume_mva050	50 Day MA
1943	EIFAX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1945	EIFAX.Adjusted_SmoothDer	Derivative of Smoothed
1955	ASDAX.Open_SmoothDer	Derivative of Smoothed
1965	ASDAX.High_SmoothDer	Derivative of Smoothed
1975	ASDAX.Low_SmoothDer	Derivative of Smoothed
1985	ASDAX.Close_SmoothDer	Derivative of Smoothed
1990	ASDAX.Volume_YoY	Year over Year
1991	ASDAX.Volume_YoY4	4 Year over 4 Year
1992	ASDAX.Volume_YoY5	5 Year over 5 Year
1993	ASDAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
1994	ASDAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
1995	ASDAX.Volume_SmoothDer	Derivative of Smoothed
1996	ASDAX.Volume_Log	Log of
1997	ASDAX.Volume_mva365	365 Day MA
1998	ASDAX.Volume_mva200	200 Day MA
1999	ASDAX.Volume_mva050	50 Day MA
2003	ASDAX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2005	ASDAX.Adjusted_SmoothDer	Derivative of Smoothed
2015	TRBUX.Open_SmoothDer	Derivative of Smoothed
2025	TRBUX.High_SmoothDer	Derivative of Smoothed
2035	TRBUX.Low_SmoothDer	Derivative of Smoothed
2045	TRBUX.Close_SmoothDer	Derivative of Smoothed
2050	TRBUX.Volume_YoY	Year over Year
2051	TRBUX.Volume_YoY4	4 Year over 4 Year
2052	TRBUX.Volume_YoY5	5 Year over 5 Year
2053	TRBUX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2054	TRBUX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2055	TRBUX.Volume_SmoothDer	Derivative of Smoothed
2056	TRBUX.Volume_Log	Log of
2057	TRBUX.Volume_mva365	365 Day MA
2058	TRBUX.Volume_mva200	200 Day MA
2059	TRBUX.Volume_mva050	50 Day MA
2063	TRBUX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2065	TRBUX.Adjusted_SmoothDer	Derivative of Smoothed
2066	TRBUX.Adjusted_Log	Log of
2069	TRBUX.Adjusted_mva050	50 Day MA
2075	PRVIX.Open_SmoothDer	Derivative of Smoothed
2085	PRVIX.High_SmoothDer	Derivative of Smoothed
2095	PRVIX.Low_SmoothDer	Derivative of Smoothed
2105	PRVIX.Close_SmoothDer	Derivative of Smoothed
2110	PRVIX.Volume_YoY	Year over Year
2111	PRVIX.Volume_YoY4	4 Year over 4 Year
2112	PRVIX.Volume_YoY5	5 Year over 5 Year
2113	PRVIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2114	PRVIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2115	PRVIX.Volume_SmoothDer	Derivative of Smoothed
2116	PRVIX.Volume_Log	Log of
2117	PRVIX.Volume_mva365	365 Day MA
2118	PRVIX.Volume_mva200	200 Day MA
2119	PRVIX.Volume_mva050	50 Day MA
2125	PRVIX.Adjusted_SmoothDer	Derivative of Smoothed
2135	PRWCX.Open_SmoothDer	Derivative of Smoothed
2145	PRWCX.High_SmoothDer	Derivative of Smoothed
2155	PRWCX.Low_SmoothDer	Derivative of Smoothed
2165	PRWCX.Close_SmoothDer	Derivative of Smoothed
2170	PRWCX.Volume_YoY	Year over Year
2171	PRWCX.Volume_YoY4	4 Year over 4 Year
2172	PRWCX.Volume_YoY5	5 Year over 5 Year
2173	PRWCX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2174	PRWCX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2175	PRWCX.Volume_SmoothDer	Derivative of Smoothed
2176	PRWCX.Volume_Log	Log of
2177	PRWCX.Volume_mva365	365 Day MA
2178	PRWCX.Volume_mva200	200 Day MA
2179	PRWCX.Volume_mva050	50 Day MA
2185	PRWCX.Adjusted_SmoothDer	Derivative of Smoothed
2193	ADOZX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2195	ADOZX.Open_SmoothDer	Derivative of Smoothed
2203	ADOZX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2205	ADOZX.High_SmoothDer	Derivative of Smoothed
2213	ADOZX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2215	ADOZX.Low_SmoothDer	Derivative of Smoothed
2223	ADOZX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2225	ADOZX.Close_SmoothDer	Derivative of Smoothed
2230	ADOZX.Volume_YoY	Year over Year
2231	ADOZX.Volume_YoY4	4 Year over 4 Year
2232	ADOZX.Volume_YoY5	5 Year over 5 Year
2233	ADOZX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2234	ADOZX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2235	ADOZX.Volume_SmoothDer	Derivative of Smoothed
2236	ADOZX.Volume_Log	Log of
2237	ADOZX.Volume_mva365	365 Day MA
2238	ADOZX.Volume_mva200	200 Day MA
2239	ADOZX.Volume_mva050	50 Day MA
2243	ADOZX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2245	ADOZX.Adjusted_SmoothDer	Derivative of Smoothed
2290	MERFX.Volume_YoY	Year over Year
2291	MERFX.Volume_YoY4	4 Year over 4 Year
2292	MERFX.Volume_YoY5	5 Year over 5 Year
2293	MERFX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2294	MERFX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2295	MERFX.Volume_SmoothDer	Derivative of Smoothed
2296	MERFX.Volume_Log	Log of
2297	MERFX.Volume_mva365	365 Day MA
2298	MERFX.Volume_mva200	200 Day MA
2299	MERFX.Volume_mva050	50 Day MA
2303	MERFX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2305	MERFX.Adjusted_SmoothDer	Derivative of Smoothed
2307	MERFX.Adjusted_mva365	365 Day MA
2308	MERFX.Adjusted_mva200	200 Day MA
2313	CMNIX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2315	CMNIX.Open_SmoothDer	Derivative of Smoothed
2323	CMNIX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2325	CMNIX.High_SmoothDer	Derivative of Smoothed
2333	CMNIX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2335	CMNIX.Low_SmoothDer	Derivative of Smoothed
2343	CMNIX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2345	CMNIX.Close_SmoothDer	Derivative of Smoothed
2350	CMNIX.Volume_YoY	Year over Year
2351	CMNIX.Volume_YoY4	4 Year over 4 Year
2352	CMNIX.Volume_YoY5	5 Year over 5 Year
2353	CMNIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2354	CMNIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2355	CMNIX.Volume_SmoothDer	Derivative of Smoothed
2356	CMNIX.Volume_Log	Log of
2357	CMNIX.Volume_mva365	365 Day MA
2358	CMNIX.Volume_mva200	200 Day MA
2359	CMNIX.Volume_mva050	50 Day MA
2363	CMNIX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2365	CMNIX.Adjusted_SmoothDer	Derivative of Smoothed
2373	CIHEX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2375	CIHEX.Open_SmoothDer	Derivative of Smoothed
2383	CIHEX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2385	CIHEX.High_SmoothDer	Derivative of Smoothed
2393	CIHEX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2395	CIHEX.Low_SmoothDer	Derivative of Smoothed
2403	CIHEX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2405	CIHEX.Close_SmoothDer	Derivative of Smoothed
2410	CIHEX.Volume_YoY	Year over Year
2411	CIHEX.Volume_YoY4	4 Year over 4 Year
2412	CIHEX.Volume_YoY5	5 Year over 5 Year
2413	CIHEX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2414	CIHEX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2415	CIHEX.Volume_SmoothDer	Derivative of Smoothed
2416	CIHEX.Volume_Log	Log of
2417	CIHEX.Volume_mva365	365 Day MA
2418	CIHEX.Volume_mva200	200 Day MA
2419	CIHEX.Volume_mva050	50 Day MA
2423	CIHEX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2425	CIHEX.Adjusted_SmoothDer	Derivative of Smoothed
2431	IMPCH_YoY4	U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 4 Year over 4 Year
2442	EXPCH_YoY5	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 5 Year over 5 Year
2443	EXPCH_Smooth	Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2445	EXPCH_SmoothDer	Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2446	EXPCH_Log	Log of U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2447	EXPCH_mva365	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 365 Day MA
2448	EXPCH_mva200	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 200 Day MA
2449	EXPCH_mva050	U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 50 Day MA
2453	IMPMX_Smooth	Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2456	IMPMX_Log	Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2457	IMPMX_mva365	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 365 Day MA
2458	IMPMX_mva200	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA
2459	IMPMX_mva050	U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA
2467	EXPMX_mva365	U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 365 Day MA
2475	HSN1FNSA_SmoothDer	Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA)
2487	HNFSUSNSA_mva365	New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2488	HNFSUSNSA_mva200	New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2496	BUSLOANS_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2497	BUSLOANS_mva365	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2498	BUSLOANS_mva200	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2499	BUSLOANS_mva050	Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2503	TOTCI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2507	TOTCI_mva365	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2508	TOTCI_mva200	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2509	TOTCI_mva050	Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2513	BUSLOANSNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2516	BUSLOANSNSA_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2517	BUSLOANSNSA_mva365	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2518	BUSLOANSNSA_mva200	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2519	BUSLOANSNSA_mva050	Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2526	REALLNNSA_Log	Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2527	REALLNNSA_mva365	Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2528	REALLNNSA_mva200	Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2529	REALLNNSA_mva050	Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2536	REALLN_Log	Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2537	REALLN_mva365	Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2538	REALLN_mva200	Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2539	REALLN_mva050	Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2543	RELACBW027NBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
2546	RELACBW027NBOG_Log	Log of Real Estate Loans, All Commercial Banks (Weekly, NSA)
2547	RELACBW027NBOG_mva365	Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2548	RELACBW027NBOG_mva200	Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2549	RELACBW027NBOG_mva050	Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2553	RELACBW027SBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2555	RELACBW027SBOG_SmoothDer	Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
2556	RELACBW027SBOG_Log	Log of Real Estate Loans, All Commercial Banks (Weekly, SA)
2557	RELACBW027SBOG_mva365	Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2558	RELACBW027SBOG_mva200	Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2559	RELACBW027SBOG_mva050	Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2561	RREACBM027NBOG_YoY4	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2566	RREACBM027NBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2567	RREACBM027NBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2568	RREACBM027NBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2569	RREACBM027NBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2576	RREACBM027SBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2577	RREACBM027SBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2578	RREACBM027SBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2579	RREACBM027SBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2582	RREACBW027SBOG_YoY5	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 5 Year over 5 Year
2583	RREACBW027SBOG_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2586	RREACBW027SBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2587	RREACBW027SBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2588	RREACBW027SBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2589	RREACBW027SBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2596	RREACBW027NBOG_Log	Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2597	RREACBW027NBOG_mva365	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2598	RREACBW027NBOG_mva200	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2599	RREACBW027NBOG_mva050	Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2603	MORTGAGE30US_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 30-Year Fixed Rate Mortgage Average in the United States
2607	MORTGAGE30US_mva365	30-Year Fixed Rate Mortgage Average in the United States 365 Day MA
2608	MORTGAGE30US_mva200	30-Year Fixed Rate Mortgage Average in the United States 200 Day MA
2616	CONSUMERNSA_Log	Log of Consumer Loans, All Commercial Banks
2617	CONSUMERNSA_mva365	Consumer Loans, All Commercial Banks 365 Day MA
2618	CONSUMERNSA_mva200	Consumer Loans, All Commercial Banks 200 Day MA
2619	CONSUMERNSA_mva050	Consumer Loans, All Commercial Banks 50 Day MA
2623	TOTLLNSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2626	TOTLLNSA_Log	Log of Loans and Leases in Bank Credit, All Commercial Banks
2627	TOTLLNSA_mva365	Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2628	TOTLLNSA_mva200	Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2629	TOTLLNSA_mva050	Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2646	DRCLACBS_Log	Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2647	DRCLACBS_mva365	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2648	DRCLACBS_mva200	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2649	DRCLACBS_mva050	Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2653	TOTCINSA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2656	TOTCINSA_Log	Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2657	TOTCINSA_mva365	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2658	TOTCINSA_mva200	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2659	TOTCINSA_mva050	Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2661	SRPSABSNNCB_YoY4	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 4 Year over 4 Year
2662	SRPSABSNNCB_YoY5	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 5 Year over 5 Year
2665	SRPSABSNNCB_SmoothDer	Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2666	SRPSABSNNCB_Log	Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2676	ASTLL_Log	Log of All sectors; total loans; liability, Level (NSA)
2677	ASTLL_mva365	All sectors; total loans; liability, Level (NSA) 365 Day MA
2678	ASTLL_mva200	All sectors; total loans; liability, Level (NSA) 200 Day MA
2679	ASTLL_mva050	All sectors; total loans; liability, Level (NSA) 50 Day MA
2686	FBDILNECA_Log	Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2687	FBDILNECA_mva365	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2688	FBDILNECA_mva200	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2689	FBDILNECA_mva050	Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2696	ASOLAL_Log	Log of All sectors; other loans and advances; liability, Level (NSA)
2697	ASOLAL_mva365	All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2698	ASOLAL_mva200	All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2699	ASOLAL_mva050	All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2706	ASTMA_Log	Log of All sectors; total mortgages; asset, Level (NSA)
2707	ASTMA_mva365	All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2708	ASTMA_mva200	All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2709	ASTMA_mva050	All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2716	ASHMA_Log	Log of All sectors; home mortgages; asset, Level (NSA)
2717	ASHMA_mva365	All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2718	ASHMA_mva200	All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2719	ASHMA_mva050	All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2726	ASMRMA_Log	Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2727	ASMRMA_mva365	All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2728	ASMRMA_mva200	All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2729	ASMRMA_mva050	All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2736	ASCMA_Log	Log of All sectors; commercial mortgages; asset, Level (NSA)
2737	ASCMA_mva365	All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2738	ASCMA_mva200	All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2739	ASCMA_mva050	All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2746	ASFMA_Log	Log of All sectors; farm mortgages; asset, Level (NSA)
2747	ASFMA_mva365	All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2748	ASFMA_mva200	All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2749	ASFMA_mva050	All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2756	CCLBSHNO_Log	Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2757	CCLBSHNO_mva365	Households and nonprofit organizations; consumer credit; liability, Level (NSA) 365 Day MA
2758	CCLBSHNO_mva200	Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
2759	CCLBSHNO_mva050	Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
2766	FBDSILQ027S_Log	Log of Domestic financial sectors debt securities; liability, Level (NSA)
2767	FBDSILQ027S_mva365	Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2768	FBDSILQ027S_mva200	Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2769	FBDSILQ027S_mva050	Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2776	FBLL_Log	Log of Domestic financial sectors loans; liability, Level (NSA)
2777	FBLL_mva365	Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2778	FBLL_mva200	Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
2779	FBLL_mva050	Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2785	NCBDBIQ027S_SmoothDer	Derivative of Smoothed Nonfinancial corporate business; debt securities; liability, Level
2786	NCBDBIQ027S_Log	Log of Nonfinancial corporate business; debt securities; liability, Level
2789	NCBDBIQ027S_mva050	Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
2791	DGS10_YoY4	10-Year Treasury Constant Maturity Rate 4 Year over 4 Year
2793	DGS10_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2797	DGS10_mva365	10-Year Treasury Constant Maturity Rate 365 Day MA
2798	DGS10_mva200	10-Year Treasury Constant Maturity Rate 200 Day MA
2803	TNX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2807	TNX.Open_mva365	365 Day MA
2808	TNX.Open_mva200	200 Day MA
2811	TNX.High_YoY4	4 Year over 4 Year
2813	TNX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2817	TNX.High_mva365	365 Day MA
2818	TNX.High_mva200	200 Day MA
2821	TNX.Low_YoY4	4 Year over 4 Year
2823	TNX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2827	TNX.Low_mva365	365 Day MA
2828	TNX.Low_mva200	200 Day MA
2831	TNX.Close_YoY4	4 Year over 4 Year
2833	TNX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2837	TNX.Close_mva365	365 Day MA
2838	TNX.Close_mva200	200 Day MA
2840	TNX.Volume_YoY	Year over Year
2841	TNX.Volume_YoY4	4 Year over 4 Year
2842	TNX.Volume_YoY5	5 Year over 5 Year
2843	TNX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2844	TNX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
2845	TNX.Volume_SmoothDer	Derivative of Smoothed
2846	TNX.Volume_Log	Log of
2847	TNX.Volume_mva365	365 Day MA
2848	TNX.Volume_mva200	200 Day MA
2849	TNX.Volume_mva050	50 Day MA
2851	TNX.Adjusted_YoY4	4 Year over 4 Year
2853	TNX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2857	TNX.Adjusted_mva365	365 Day MA
2858	TNX.Adjusted_mva200	200 Day MA
2866	CLF.Open_Log	Log of
2867	CLF.Open_mva365	365 Day MA
2877	CLF.High_mva365	365 Day MA
2886	CLF.Low_Log	Log of
2887	CLF.Low_mva365	365 Day MA
2896	CLF.Close_Log	Log of
2897	CLF.Close_mva365	365 Day MA
2905	CLF.Volume_SmoothDer	Derivative of Smoothed
2906	CLF.Volume_Log	Log of
2916	CLF.Adjusted_Log	Log of
2917	CLF.Adjusted_mva365	365 Day MA
2921	DGS30_YoY4	10-Year Treasury Constant Maturity Rate 4 Year over 4 Year
2923	DGS30_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2927	DGS30_mva365	10-Year Treasury Constant Maturity Rate 365 Day MA
2928	DGS30_mva200	10-Year Treasury Constant Maturity Rate 200 Day MA
2931	DGS1_YoY4	1-Year Treasury Constant Maturity Rate 4 Year over 4 Year
2933	DGS1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate
2937	DGS1_mva365	1-Year Treasury Constant Maturity Rate 365 Day MA
2938	DGS1_mva200	1-Year Treasury Constant Maturity Rate 200 Day MA
2941	DGS2_YoY4	2-Year Treasury Constant Maturity Rate 4 Year over 4 Year
2943	DGS2_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate
2947	DGS2_mva365	2-Year Treasury Constant Maturity Rate 365 Day MA
2948	DGS2_mva200	2-Year Treasury Constant Maturity Rate 200 Day MA
2956	TB3MS_Log	Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2957	TB3MS_mva365	3-Month Treasury Bill: Secondary Market Rate (Monthly) 365 Day MA
2958	TB3MS_mva200	3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA
2959	TB3MS_mva050	3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA
2963	DTB3_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2966	DTB3_Log	Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2967	DTB3_mva365	3-Month Treasury Bill: Secondary Market Rate (Daily) 365 Day MA
2968	DTB3_mva200	3-Month Treasury Bill: Secondary Market Rate (Daily) 200 Day MA
2969	DTB3_mva050	3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA
2973	IRX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2976	IRX.Open_Log	Log of
2977	IRX.Open_mva365	365 Day MA
2978	IRX.Open_mva200	200 Day MA
2979	IRX.Open_mva050	50 Day MA
2983	IRX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2986	IRX.High_Log	Log of
2987	IRX.High_mva365	365 Day MA
2988	IRX.High_mva200	200 Day MA
2989	IRX.High_mva050	50 Day MA
2993	IRX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
2996	IRX.Low_Log	Log of
2997	IRX.Low_mva365	365 Day MA
2998	IRX.Low_mva200	200 Day MA
2999	IRX.Low_mva050	50 Day MA
3003	IRX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3006	IRX.Close_Log	Log of
3007	IRX.Close_mva365	365 Day MA
3008	IRX.Close_mva200	200 Day MA
3009	IRX.Close_mva050	50 Day MA
3010	IRX.Volume_YoY	Year over Year
3011	IRX.Volume_YoY4	4 Year over 4 Year
3012	IRX.Volume_YoY5	5 Year over 5 Year
3013	IRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3014	IRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3015	IRX.Volume_SmoothDer	Derivative of Smoothed
3016	IRX.Volume_Log	Log of
3017	IRX.Volume_mva365	365 Day MA
3018	IRX.Volume_mva200	200 Day MA
3019	IRX.Volume_mva050	50 Day MA
3023	IRX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3026	IRX.Adjusted_Log	Log of
3027	IRX.Adjusted_mva365	365 Day MA
3028	IRX.Adjusted_mva200	200 Day MA
3029	IRX.Adjusted_mva050	50 Day MA
3036	DCOILWTICO_Log	Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3037	DCOILWTICO_mva365	Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 365 Day MA
3047	DCOILBRENTEU_mva365	Crude Oil Prices: Brent - Europe 365 Day MA
3057	NEWORDER_mva365	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3058	NEWORDER_mva200	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3059	NEWORDER_mva050	Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3065	ALTSALES_SmoothDer	Derivative of Smoothed Light Weight Vehicle Sales: Autos and Light Trucks
3068	ALTSALES_mva200	Light Weight Vehicle Sales: Autos and Light Trucks 200 Day MA
3085	GSPC.Open_SmoothDer	Derivative of Smoothed
3095	GSPC.High_SmoothDer	Derivative of Smoothed
3105	GSPC.Low_SmoothDer	Derivative of Smoothed
3115	GSPC.Close_SmoothDer	Derivative of Smoothed
3135	GSPC.Adjusted_SmoothDer	Derivative of Smoothed
3145	FXAIX.Open_SmoothDer	Derivative of Smoothed
3155	FXAIX.High_SmoothDer	Derivative of Smoothed
3165	FXAIX.Low_SmoothDer	Derivative of Smoothed
3175	FXAIX.Close_SmoothDer	Derivative of Smoothed
3180	FXAIX.Volume_YoY	Year over Year
3181	FXAIX.Volume_YoY4	4 Year over 4 Year
3182	FXAIX.Volume_YoY5	5 Year over 5 Year
3183	FXAIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3184	FXAIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3185	FXAIX.Volume_SmoothDer	Derivative of Smoothed
3186	FXAIX.Volume_Log	Log of
3187	FXAIX.Volume_mva365	365 Day MA
3188	FXAIX.Volume_mva200	200 Day MA
3189	FXAIX.Volume_mva050	50 Day MA
3195	FXAIX.Adjusted_SmoothDer	Derivative of Smoothed
3203	FTIHX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3205	FTIHX.Open_SmoothDer	Derivative of Smoothed
3213	FTIHX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3215	FTIHX.High_SmoothDer	Derivative of Smoothed
3223	FTIHX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3225	FTIHX.Low_SmoothDer	Derivative of Smoothed
3233	FTIHX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3235	FTIHX.Close_SmoothDer	Derivative of Smoothed
3240	FTIHX.Volume_YoY	Year over Year
3241	FTIHX.Volume_YoY4	4 Year over 4 Year
3242	FTIHX.Volume_YoY5	5 Year over 5 Year
3243	FTIHX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3244	FTIHX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3245	FTIHX.Volume_SmoothDer	Derivative of Smoothed
3246	FTIHX.Volume_Log	Log of
3247	FTIHX.Volume_mva365	365 Day MA
3248	FTIHX.Volume_mva200	200 Day MA
3249	FTIHX.Volume_mva050	50 Day MA
3253	FTIHX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3255	FTIHX.Adjusted_SmoothDer	Derivative of Smoothed
3263	MDIZX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3265	MDIZX.Open_SmoothDer	Derivative of Smoothed
3273	MDIZX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3275	MDIZX.High_SmoothDer	Derivative of Smoothed
3283	MDIZX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3285	MDIZX.Low_SmoothDer	Derivative of Smoothed
3293	MDIZX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3295	MDIZX.Close_SmoothDer	Derivative of Smoothed
3300	MDIZX.Volume_YoY	Year over Year
3301	MDIZX.Volume_YoY4	4 Year over 4 Year
3302	MDIZX.Volume_YoY5	5 Year over 5 Year
3303	MDIZX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3304	MDIZX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3305	MDIZX.Volume_SmoothDer	Derivative of Smoothed
3306	MDIZX.Volume_Log	Log of
3307	MDIZX.Volume_mva365	365 Day MA
3308	MDIZX.Volume_mva200	200 Day MA
3309	MDIZX.Volume_mva050	50 Day MA
3313	MDIZX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3315	MDIZX.Adjusted_SmoothDer	Derivative of Smoothed
3325	DODIX.Open_SmoothDer	Derivative of Smoothed
3335	DODIX.High_SmoothDer	Derivative of Smoothed
3345	DODIX.Low_SmoothDer	Derivative of Smoothed
3355	DODIX.Close_SmoothDer	Derivative of Smoothed
3360	DODIX.Volume_YoY	Year over Year
3361	DODIX.Volume_YoY4	4 Year over 4 Year
3362	DODIX.Volume_YoY5	5 Year over 5 Year
3363	DODIX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3364	DODIX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3365	DODIX.Volume_SmoothDer	Derivative of Smoothed
3366	DODIX.Volume_Log	Log of
3367	DODIX.Volume_mva365	365 Day MA
3368	DODIX.Volume_mva200	200 Day MA
3369	DODIX.Volume_mva050	50 Day MA
3375	DODIX.Adjusted_SmoothDer	Derivative of Smoothed
3385	RLG.Open_SmoothDer	Derivative of Smoothed
3395	RLG.High_SmoothDer	Derivative of Smoothed
3405	RLG.Low_SmoothDer	Derivative of Smoothed
3415	RLG.Close_SmoothDer	Derivative of Smoothed
3420	RLG.Volume_YoY	Year over Year
3421	RLG.Volume_YoY4	4 Year over 4 Year
3422	RLG.Volume_YoY5	5 Year over 5 Year
3423	RLG.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3424	RLG.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
3425	RLG.Volume_SmoothDer	Derivative of Smoothed
3426	RLG.Volume_Log	Log of
3427	RLG.Volume_mva365	365 Day MA
3428	RLG.Volume_mva200	200 Day MA
3429	RLG.Volume_mva050	50 Day MA
3435	RLG.Adjusted_SmoothDer	Derivative of Smoothed
3443	DJI.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3445	DJI.Open_SmoothDer	Derivative of Smoothed
3453	DJI.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3455	DJI.High_SmoothDer	Derivative of Smoothed
3463	DJI.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3465	DJI.Low_SmoothDer	Derivative of Smoothed
3473	DJI.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3475	DJI.Close_SmoothDer	Derivative of Smoothed
3485	DJI.Volume_SmoothDer	Derivative of Smoothed
3493	DJI.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3495	DJI.Adjusted_SmoothDer	Derivative of Smoothed
3503	STOXX50E.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3505	STOXX50E.Open_SmoothDer	Derivative of Smoothed
3513	STOXX50E.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3515	STOXX50E.High_SmoothDer	Derivative of Smoothed
3523	STOXX50E.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3525	STOXX50E.Low_SmoothDer	Derivative of Smoothed
3533	STOXX50E.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3535	STOXX50E.Close_SmoothDer	Derivative of Smoothed
3545	STOXX50E.Volume_SmoothDer	Derivative of Smoothed
3546	STOXX50E.Volume_Log	Log of
3553	STOXX50E.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3555	STOXX50E.Adjusted_SmoothDer	Derivative of Smoothed
3563	EFA.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3565	EFA.Open_SmoothDer	Derivative of Smoothed
3569	EFA.Open_mva050	50 Day MA
3573	EFA.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3575	EFA.High_SmoothDer	Derivative of Smoothed
3579	EFA.High_mva050	50 Day MA
3583	EFA.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3585	EFA.Low_SmoothDer	Derivative of Smoothed
3589	EFA.Low_mva050	50 Day MA
3593	EFA.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3595	EFA.Close_SmoothDer	Derivative of Smoothed
3599	EFA.Close_mva050	50 Day MA
3605	EFA.Volume_SmoothDer	Derivative of Smoothed
3613	EFA.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3615	EFA.Adjusted_SmoothDer	Derivative of Smoothed
3619	EFA.Adjusted_mva050	50 Day MA
3626	GDP_Log	Log of Gross Domestic Product
3627	GDP_mva365	Gross Domestic Product 365 Day MA
3628	GDP_mva200	Gross Domestic Product 200 Day MA
3629	GDP_mva050	Gross Domestic Product 50 Day MA
3636	FNDEFX_Log	Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3637	FNDEFX_mva365	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3638	FNDEFX_mva200	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3639	FNDEFX_mva050	Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3646	FDEFX_Log	Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3647	FDEFX_mva365	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3648	FDEFX_mva200	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3649	FDEFX_mva050	Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3650	GDPNOW_YoY	Fed Atlanta GDPNow Year over Year
3656	GDPNOW_Log	Log of Fed Atlanta GDPNow
3658	GDPNOW_mva200	Fed Atlanta GDPNow 200 Day MA
3659	GDPNOW_mva050	Fed Atlanta GDPNow 50 Day MA
3666	GDPC1_Log	Log of Real Gross Domestic Product
3667	GDPC1_mva365	Real Gross Domestic Product 365 Day MA
3668	GDPC1_mva200	Real Gross Domestic Product 200 Day MA
3669	GDPC1_mva050	Real Gross Domestic Product 50 Day MA
3676	GDPDEF_Log	Log of Gross Domestic Product: Implicit Price Deflator
3677	GDPDEF_mva365	Gross Domestic Product: Implicit Price Deflator 365 Day MA
3678	GDPDEF_mva200	Gross Domestic Product: Implicit Price Deflator 200 Day MA
3679	GDPDEF_mva050	Gross Domestic Product: Implicit Price Deflator 50 Day MA
3683	VIG.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3685	VIG.Open_SmoothDer	Derivative of Smoothed
3693	VIG.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3695	VIG.High_SmoothDer	Derivative of Smoothed
3703	VIG.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3705	VIG.Low_SmoothDer	Derivative of Smoothed
3713	VIG.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3715	VIG.Close_SmoothDer	Derivative of Smoothed
3725	VIG.Volume_SmoothDer	Derivative of Smoothed
3733	VIG.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3735	VIG.Adjusted_SmoothDer	Derivative of Smoothed
3747	WLRRAL_mva365	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 365 Day MA
3748	WLRRAL_mva200	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA
3750	FEDFUNDS_YoY	Effective Federal Funds Rate Year over Year
3756	FEDFUNDS_Log	Log of Effective Federal Funds Rate
3757	FEDFUNDS_mva365	Effective Federal Funds Rate 365 Day MA
3758	FEDFUNDS_mva200	Effective Federal Funds Rate 200 Day MA
3759	FEDFUNDS_mva050	Effective Federal Funds Rate 50 Day MA
3765	GPDI_SmoothDer	Derivative of Smoothed Gross Private Domestic Investment
3766	GPDI_Log	Log of Gross Private Domestic Investment
3775	W790RC1Q027SBEA_SmoothDer	Derivative of Smoothed Net domestic investment: Private: Domestic busines
3776	W790RC1Q027SBEA_Log	Log of Net domestic investment: Private: Domestic busines
3780	MZMV_YoY	Velocity of MZM Money Stock Year over Year
3786	MZMV_Log	Log of Velocity of MZM Money Stock
3787	MZMV_mva365	Velocity of MZM Money Stock 365 Day MA
3788	MZMV_mva200	Velocity of MZM Money Stock 200 Day MA
3789	MZMV_mva050	Velocity of MZM Money Stock 50 Day MA
3790	M1_YoY	M1 Money Stock Year over Year
3796	M1_Log	Log of M1 Money Stock
3797	M1_mva365	M1 Money Stock 365 Day MA
3798	M1_mva200	M1 Money Stock 200 Day MA
3799	M1_mva050	M1 Money Stock 50 Day MA
3800	M2_YoY	M2 Money Stock Year over Year
3806	M2_Log	Log of M2 Money Stock
3807	M2_mva365	M2 Money Stock 365 Day MA
3808	M2_mva200	M2 Money Stock 200 Day MA
3809	M2_mva050	M2 Money Stock 50 Day MA
3810	OPHNFB_YoY	Nonfarm Business Sector: Real Output Per Hour of All Persons, SA Year over Year
3815	OPHNFB_SmoothDer	Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3816	OPHNFB_Log	Log of Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3819	OPHNFB_mva050	Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 50 Day MA
3821	IPMAN_YoY4	Industrial Production: Manufacturing (NAICS) 4 Year over 4 Year
3823	IPMAN_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS)
3827	IPMAN_mva365	Industrial Production: Manufacturing (NAICS) 365 Day MA
3833	IWD.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3835	IWD.Open_SmoothDer	Derivative of Smoothed
3843	IWD.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3845	IWD.High_SmoothDer	Derivative of Smoothed
3853	IWD.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3855	IWD.Low_SmoothDer	Derivative of Smoothed
3863	IWD.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3865	IWD.Close_SmoothDer	Derivative of Smoothed
3875	IWD.Volume_SmoothDer	Derivative of Smoothed
3883	IWD.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
3885	IWD.Adjusted_SmoothDer	Derivative of Smoothed
3891	GS5_YoY4	5-Year Treasury Constant Maturity Rate 4 Year over 4 Year
3893	GS5_Smooth	Savitsky-Golay Smoothed (p=3, n=365) 5-Year Treasury Constant Maturity Rate
3897	GS5_mva365	5-Year Treasury Constant Maturity Rate 365 Day MA
3898	GS5_mva200	5-Year Treasury Constant Maturity Rate 200 Day MA
3900	PSAVERT_YoY	Personal Saving Rate Year over Year
3905	PSAVERT_SmoothDer	Derivative of Smoothed Personal Saving Rate
3962	VXX.Volume_YoY5	5 Year over 5 Year
3965	VXX.Volume_SmoothDer	Derivative of Smoothed
3966	VXX.Volume_Log	Log of
3969	VXX.Volume_mva050	50 Day MA
3985	HOUST1F_SmoothDer	Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures
3996	GFDEBTN_Log	Log of Federal Debt: Total Public Debt
3997	GFDEBTN_mva365	Federal Debt: Total Public Debt 365 Day MA
3998	GFDEBTN_mva200	Federal Debt: Total Public Debt 200 Day MA
3999	GFDEBTN_mva050	Federal Debt: Total Public Debt 50 Day MA
4005	HOUST_SmoothDer	Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started, SA
4025	EXHOSLUSM495S_SmoothDer	Derivative of Smoothed Existing Home Sales
4033	MSPUS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Median Sales Price of Houses Sold for the United States (NSA)
4036	MSPUS_Log	Log of Median Sales Price of Houses Sold for the United States (NSA)
4037	MSPUS_mva365	Median Sales Price of Houses Sold for the United States (NSA) 365 Day MA
4038	MSPUS_mva200	Median Sales Price of Houses Sold for the United States (NSA) 200 Day MA
4039	MSPUS_mva050	Median Sales Price of Houses Sold for the United States (NSA) 50 Day MA
4047	UMDMNO_mva365	Manufacturers’ New Orders: Durable Goods (NSA) 365 Day MA
4051	DGORDER_YoY4	Manufacturers’ New Orders: Durable Goods (SA) 4 Year over 4 Year
4057	DGORDER_mva365	Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4067	CSUSHPINSA_mva365	S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4075	GFDEGDQ188S_SmoothDer	Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4076	GFDEGDQ188S_Log	Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4086	FYFSD_Log	Log of Federal Surplus or Deficit
4087	FYFSD_mva365	Federal Surplus or Deficit 365 Day MA
4088	FYFSD_mva200	Federal Surplus or Deficit 200 Day MA
4089	FYFSD_mva050	Federal Surplus or Deficit 50 Day MA
4090	FYFSGDA188S_YoY	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year
4096	FYFSGDA188S_Log	Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4097	FYFSGDA188S_mva365	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4098	FYFSGDA188S_mva200	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4099	FYFSGDA188S_mva050	Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4103	GDX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4105	GDX.Open_SmoothDer	Derivative of Smoothed
4113	GDX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4115	GDX.High_SmoothDer	Derivative of Smoothed
4123	GDX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4125	GDX.Low_SmoothDer	Derivative of Smoothed
4133	GDX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4135	GDX.Close_SmoothDer	Derivative of Smoothed
4153	GDX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4155	GDX.Adjusted_SmoothDer	Derivative of Smoothed
4163	XLE.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4165	XLE.Open_SmoothDer	Derivative of Smoothed
4167	XLE.Open_mva365	365 Day MA
4173	XLE.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4175	XLE.High_SmoothDer	Derivative of Smoothed
4177	XLE.High_mva365	365 Day MA
4183	XLE.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4185	XLE.Low_SmoothDer	Derivative of Smoothed
4187	XLE.Low_mva365	365 Day MA
4193	XLE.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4195	XLE.Close_SmoothDer	Derivative of Smoothed
4197	XLE.Close_mva365	365 Day MA
4213	XLE.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4215	XLE.Adjusted_SmoothDer	Derivative of Smoothed
4217	XLE.Adjusted_mva365	365 Day MA
4218	XLE.Adjusted_mva200	200 Day MA
4227	GSG.Open_mva365	365 Day MA
4237	GSG.High_mva365	365 Day MA
4247	GSG.Low_mva365	365 Day MA
4257	GSG.Close_mva365	365 Day MA
4265	GSG.Volume_SmoothDer	Derivative of Smoothed
4277	GSG.Adjusted_mva365	365 Day MA
4281	WALCL_YoY4	All Federal Reserve Banks: Total Assets 4 Year over 4 Year
4291	OUTMS_YoY4	Manufacturing Sector: Real Output 4 Year over 4 Year
4293	OUTMS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output
4296	OUTMS_Log	Log of Manufacturing Sector: Real Output
4297	OUTMS_mva365	Manufacturing Sector: Real Output 365 Day MA
4298	OUTMS_mva200	Manufacturing Sector: Real Output 200 Day MA
4299	OUTMS_mva050	Manufacturing Sector: Real Output 50 Day MA
4303	MANEMP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) All Employees: Manufacturing
4306	MANEMP_Log	Log of All Employees: Manufacturing
4307	MANEMP_mva365	All Employees: Manufacturing 365 Day MA
4308	MANEMP_mva200	All Employees: Manufacturing 200 Day MA
4309	MANEMP_mva050	All Employees: Manufacturing 50 Day MA
4311	PRS30006163_YoY4	Manufacturing Sector: Real Output Per Person 4 Year over 4 Year
4313	PRS30006163_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output Per Person
4315	PRS30006163_SmoothDer	Derivative of Smoothed Manufacturing Sector: Real Output Per Person
4316	PRS30006163_Log	Log of Manufacturing Sector: Real Output Per Person
4327	BAMLC0A3CA_mva365	ICE BofAML US Corporate A Option-Adjusted Spread 365 Day MA
4331	AAA_YoY4	Moody’s Seasoned Aaa Corporate Bond Yield 4 Year over 4 Year
4333	AAA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield
4337	AAA_mva365	Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4338	AAA_mva200	Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4343	SOFR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate
4345	SOFR_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate
4347	SOFR_mva365	Secured Overnight Financing Rate 365 Day MA
4348	SOFR_mva200	Secured Overnight Financing Rate 200 Day MA
4349	SOFR_mva050	Secured Overnight Financing Rate 50 Day MA
4353	SOFRVOL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4355	SOFRVOL_SmoothDer	Derivative of Smoothed Secured Overnight Financing Volume
4357	SOFRVOL_mva365	Secured Overnight Financing Volume 365 Day MA
4358	SOFRVOL_mva200	Secured Overnight Financing Volume 200 Day MA
4359	SOFRVOL_mva050	Secured Overnight Financing Volume 50 Day MA
4362	SOFR99_YoY5	Secured Overnight Financing Rate: 99th Percentile 5 Year over 5 Year
4363	SOFR99_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile
4365	SOFR99_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile
4366	SOFR99_Log	Log of Secured Overnight Financing Rate: 99th Percentile
4367	SOFR99_mva365	Secured Overnight Financing Rate: 99th Percentile 365 Day MA
4368	SOFR99_mva200	Secured Overnight Financing Rate: 99th Percentile 200 Day MA
4369	SOFR99_mva050	Secured Overnight Financing Rate: 99th Percentile 50 Day MA
4373	SOFR75_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 75th Percentile
4375	SOFR75_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4377	SOFR75_mva365	Secured Overnight Financing Rate: 75th Percentile 365 Day MA
4378	SOFR75_mva200	Secured Overnight Financing Rate: 75th Percentile 200 Day MA
4379	SOFR75_mva050	Secured Overnight Financing Rate: 75th Percentile 50 Day MA
4383	SOFR25_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 25th Percentile
4385	SOFR25_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
4386	SOFR25_Log	Log of Secured Overnight Financing Rate: 25th Percentile
4387	SOFR25_mva365	Secured Overnight Financing Rate: 25th Percentile 365 Day MA
4388	SOFR25_mva200	Secured Overnight Financing Rate: 25th Percentile 200 Day MA
4389	SOFR25_mva050	Secured Overnight Financing Rate: 25th Percentile 50 Day MA
4393	SOFR1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 1st Percentile
4395	SOFR1_SmoothDer	Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4396	SOFR1_Log	Log of Secured Overnight Financing Rate: 1st Percentile
4397	SOFR1_mva365	Secured Overnight Financing Rate: 1st Percentile 365 Day MA
4398	SOFR1_mva200	Secured Overnight Financing Rate: 1st Percentile 200 Day MA
4399	SOFR1_mva050	Secured Overnight Financing Rate: 1st Percentile 50 Day MA
4400	OBFR_YoY	Overnight Bank Funding Rate Year over Year
4403	OBFR_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate
4405	OBFR_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate
4406	OBFR_Log	Log of Overnight Bank Funding Rate
4407	OBFR_mva365	Overnight Bank Funding Rate 365 Day MA
4408	OBFR_mva200	Overnight Bank Funding Rate 200 Day MA
4409	OBFR_mva050	Overnight Bank Funding Rate 50 Day MA
4413	OBFR99_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 99th Percentile
4415	OBFR99_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4417	OBFR99_mva365	Overnight Bank Funding Rate: 99th Percentile 365 Day MA
4418	OBFR99_mva200	Overnight Bank Funding Rate: 99th Percentile 200 Day MA
4419	OBFR99_mva050	Overnight Bank Funding Rate: 99th Percentile 50 Day MA
4420	OBFR75_YoY	Overnight Bank Funding Rate: 75th Percentile Year over Year
4423	OBFR75_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 75th Percentile
4425	OBFR75_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
4426	OBFR75_Log	Log of Overnight Bank Funding Rate: 75th Percentile
4427	OBFR75_mva365	Overnight Bank Funding Rate: 75th Percentile 365 Day MA
4428	OBFR75_mva200	Overnight Bank Funding Rate: 75th Percentile 200 Day MA
4429	OBFR75_mva050	Overnight Bank Funding Rate: 75th Percentile 50 Day MA
4433	OBFR25_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 25th Percentile
4435	OBFR25_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
4437	OBFR25_mva365	Overnight Bank Funding Rate: 25th Percentile 365 Day MA
4438	OBFR25_mva200	Overnight Bank Funding Rate: 25th Percentile 200 Day MA
4439	OBFR25_mva050	Overnight Bank Funding Rate: 25th Percentile 50 Day MA
4443	OBFR1_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile
4445	OBFR1_SmoothDer	Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
4447	OBFR1_mva365	Overnight Bank Funding Rate: 1st Percentile 365 Day MA
4448	OBFR1_mva200	Overnight Bank Funding Rate: 1st Percentile 200 Day MA
4449	OBFR1_mva050	Overnight Bank Funding Rate: 1st Percentile 50 Day MA
4453	RPONTSYD_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4455	RPONTSYD_SmoothDer	Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4456	RPONTSYD_Log	Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4458	RPONTSYD_mva200	Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 200 Day MA
4460	IOER_YoY	Interest Rate on Excess Reserves Year over Year
4466	IOER_Log	Log of Interest Rate on Excess Reserves
4467	IOER_mva365	Interest Rate on Excess Reserves 365 Day MA
4468	IOER_mva200	Interest Rate on Excess Reserves 200 Day MA
4469	IOER_mva050	Interest Rate on Excess Reserves 50 Day MA
4475	WRESBAL_SmoothDer	Derivative of Smoothed Reserve Balances with Federal Reserve Banks
4480	EXCSRESNW_YoY	Excess Reserves of Depository Institutions Year over Year
4482	EXCSRESNW_YoY5	Excess Reserves of Depository Institutions 5 Year over 5 Year
4486	EXCSRESNW_Log	Log of Excess Reserves of Depository Institutions
4487	EXCSRESNW_mva365	Excess Reserves of Depository Institutions 365 Day MA
4488	EXCSRESNW_mva200	Excess Reserves of Depository Institutions 200 Day MA
4489	EXCSRESNW_mva050	Excess Reserves of Depository Institutions 50 Day MA
4490	ECBASSETS_YoY	Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4496	ECBASSETS_Log	Log of Central Bank Assets for Euro Area (11-19 Countries)
4497	ECBASSETS_mva365	Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4498	ECBASSETS_mva200	Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4499	ECBASSETS_mva050	Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4506	EUNNGDP_Log	Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4507	EUNNGDP_mva365	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4508	EUNNGDP_mva200	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4509	EUNNGDP_mva050	Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4511	CEU0600000007_YoY4	Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 4 Year over 4 Year
4520	CURRENCY_YoY	Currency Component of M1 (Seasonally Adjusted) Year over Year
4526	CURRENCY_Log	Log of Currency Component of M1 (Seasonally Adjusted)
4527	CURRENCY_mva365	Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4528	CURRENCY_mva200	Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4529	CURRENCY_mva050	Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4533	WCURRNS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1
4536	WCURRNS_Log	Log of Currency Component of M1
4537	WCURRNS_mva365	Currency Component of M1 365 Day MA
4538	WCURRNS_mva200	Currency Component of M1 200 Day MA
4539	WCURRNS_mva050	Currency Component of M1 50 Day MA
4545	BOGMBASE_SmoothDer	Derivative of Smoothed Monetary Base; Total
4553	PRS88003193_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial Corporations Sector: Unit Profits
4556	PRS88003193_Log	Log of Nonfinancial Corporations Sector: Unit Profits
4557	PRS88003193_mva365	Nonfinancial Corporations Sector: Unit Profits 365 Day MA
4567	PPIACO_mva365	Producer Price Index for All Commodities 365 Day MA
4577	PCUOMFGOMFG_mva365	Producer Price Index by Industry: Total Manufacturing Industries 365 Day MA
4592	POPTHM_Log	Log of Population (U.S.)
4593	POPTHM_Log	Log of Population (U.S.)
4594	POPTHM_mva365	Population (U.S.) 365 Day MA
4595	POPTHM_mva365	Population (U.S.) 365 Day MA
4596	POPTHM_mva200	Population (U.S.) 200 Day MA
4597	POPTHM_mva200	Population (U.S.) 200 Day MA
4598	POPTHM_mva050	Population (U.S.) 50 Day MA
4599	POPTHM_mva050	Population (U.S.) 50 Day MA
4612	POPTHM.1_Log	Log of
4613	POPTHM.1_Log	Log of
4614	POPTHM.1_mva365	365 Day MA
4615	POPTHM.1_mva365	365 Day MA
4616	POPTHM.1_mva200	200 Day MA
4617	POPTHM.1_mva200	200 Day MA
4618	POPTHM.1_mva050	50 Day MA
4619	POPTHM.1_mva050	50 Day MA
4627	CLF16OV_mva365	Civilian Labor Force Level, SA 365 Day MA
4628	CLF16OV_mva200	Civilian Labor Force Level, SA 200 Day MA
4637	LNU01000000_mva365	Civilian Labor Force Level, NSA 365 Day MA
4663	RSAFS_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Advance Retail Sales: Retail and Food Services
4667	RSAFS_mva365	Advance Retail Sales: Retail and Food Services 365 Day MA
4668	RSAFS_mva200	Advance Retail Sales: Retail and Food Services 200 Day MA
4677	FRGSHPUSM649NCIS_mva365	Cass Freight Index: Shipments 365 Day MA
4681	BOPGTB_YoY4	Trade Balance: Goods, Balance of Payments Basis (SA) 4 Year over 4 Year
4686	BOPGTB_Log	Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4696	TERMCBPER24NS_Log	Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4697	TERMCBPER24NS_mva365	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 365 Day MA
4698	TERMCBPER24NS_mva200	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA
4699	TERMCBPER24NS_mva050	Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
4700	A065RC1A027NBEA_YoY	Personal income (NSA) Year over Year
4706	A065RC1A027NBEA_Log	Log of Personal income (NSA)
4707	A065RC1A027NBEA_mva365	Personal income (NSA) 365 Day MA
4708	A065RC1A027NBEA_mva200	Personal income (NSA) 200 Day MA
4709	A065RC1A027NBEA_mva050	Personal income (NSA) 50 Day MA
4713	PI_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Personal income (SA)
4716	PI_Log	Log of Personal income (SA)
4717	PI_mva365	Personal income (SA) 365 Day MA
4718	PI_mva200	Personal income (SA) 200 Day MA
4719	PI_mva050	Personal income (SA) 50 Day MA
4723	PCE_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Personal Consumption Expenditures (SA)
4726	PCE_Log	Log of Personal Consumption Expenditures (SA)
4727	PCE_mva365	Personal Consumption Expenditures (SA) 365 Day MA
4728	PCE_mva200	Personal Consumption Expenditures (SA) 200 Day MA
4729	PCE_mva050	Personal Consumption Expenditures (SA) 50 Day MA
4733	A053RC1Q027SBEA_Smooth	Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj)
4735	A053RC1Q027SBEA_SmoothDer	Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj)
4736	A053RC1Q027SBEA_Log	Log of National income: Corporate profits before tax (without IVA and CCAdj)
4737	A053RC1Q027SBEA_mva365	National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4743	CPROFIT_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4746	CPROFIT_Log	Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4747	CPROFIT_mva365	Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4755	SPY.Open_SmoothDer	Derivative of Smoothed
4765	SPY.High_SmoothDer	Derivative of Smoothed
4775	SPY.Low_SmoothDer	Derivative of Smoothed
4785	SPY.Close_SmoothDer	Derivative of Smoothed
4795	SPY.Volume_SmoothDer	Derivative of Smoothed
4805	SPY.Adjusted_SmoothDer	Derivative of Smoothed
4813	MDY.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4815	MDY.Open_SmoothDer	Derivative of Smoothed
4823	MDY.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4825	MDY.High_SmoothDer	Derivative of Smoothed
4833	MDY.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4835	MDY.Low_SmoothDer	Derivative of Smoothed
4843	MDY.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4845	MDY.Close_SmoothDer	Derivative of Smoothed
4855	MDY.Volume_SmoothDer	Derivative of Smoothed
4863	MDY.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4865	MDY.Adjusted_SmoothDer	Derivative of Smoothed
4873	EES.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4875	EES.Open_SmoothDer	Derivative of Smoothed
4883	EES.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4885	EES.High_SmoothDer	Derivative of Smoothed
4893	EES.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4895	EES.Low_SmoothDer	Derivative of Smoothed
4903	EES.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4905	EES.Close_SmoothDer	Derivative of Smoothed
4916	EES.Volume_Log	Log of
4923	EES.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4925	EES.Adjusted_SmoothDer	Derivative of Smoothed
4933	IJR.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4935	IJR.Open_SmoothDer	Derivative of Smoothed
4943	IJR.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4945	IJR.High_SmoothDer	Derivative of Smoothed
4953	IJR.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4955	IJR.Low_SmoothDer	Derivative of Smoothed
4963	IJR.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4965	IJR.Close_SmoothDer	Derivative of Smoothed
4975	IJR.Volume_SmoothDer	Derivative of Smoothed
4983	IJR.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
4985	IJR.Adjusted_SmoothDer	Derivative of Smoothed
4995	VGSTX.Open_SmoothDer	Derivative of Smoothed
5005	VGSTX.High_SmoothDer	Derivative of Smoothed
5015	VGSTX.Low_SmoothDer	Derivative of Smoothed
5025	VGSTX.Close_SmoothDer	Derivative of Smoothed
5030	VGSTX.Volume_YoY	Year over Year
5031	VGSTX.Volume_YoY4	4 Year over 4 Year
5032	VGSTX.Volume_YoY5	5 Year over 5 Year
5033	VGSTX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5034	VGSTX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5035	VGSTX.Volume_SmoothDer	Derivative of Smoothed
5036	VGSTX.Volume_Log	Log of
5037	VGSTX.Volume_mva365	365 Day MA
5038	VGSTX.Volume_mva200	200 Day MA
5039	VGSTX.Volume_mva050	50 Day MA
5045	VGSTX.Adjusted_SmoothDer	Derivative of Smoothed
5055	VFINX.Open_SmoothDer	Derivative of Smoothed
5065	VFINX.High_SmoothDer	Derivative of Smoothed
5075	VFINX.Low_SmoothDer	Derivative of Smoothed
5085	VFINX.Close_SmoothDer	Derivative of Smoothed
5090	VFINX.Volume_YoY	Year over Year
5091	VFINX.Volume_YoY4	4 Year over 4 Year
5092	VFINX.Volume_YoY5	5 Year over 5 Year
5093	VFINX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5094	VFINX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5095	VFINX.Volume_SmoothDer	Derivative of Smoothed
5096	VFINX.Volume_Log	Log of
5097	VFINX.Volume_mva365	365 Day MA
5098	VFINX.Volume_mva200	200 Day MA
5099	VFINX.Volume_mva050	50 Day MA
5105	VFINX.Adjusted_SmoothDer	Derivative of Smoothed
5113	VOE.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5115	VOE.Open_SmoothDer	Derivative of Smoothed
5123	VOE.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5125	VOE.High_SmoothDer	Derivative of Smoothed
5133	VOE.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5135	VOE.Low_SmoothDer	Derivative of Smoothed
5143	VOE.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5145	VOE.Close_SmoothDer	Derivative of Smoothed
5153	VOE.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5155	VOE.Volume_SmoothDer	Derivative of Smoothed
5157	VOE.Volume_mva365	365 Day MA
5163	VOE.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5165	VOE.Adjusted_SmoothDer	Derivative of Smoothed
5175	VOT.Open_SmoothDer	Derivative of Smoothed
5185	VOT.High_SmoothDer	Derivative of Smoothed
5195	VOT.Low_SmoothDer	Derivative of Smoothed
5205	VOT.Close_SmoothDer	Derivative of Smoothed
5213	VOT.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5215	VOT.Volume_SmoothDer	Derivative of Smoothed
5217	VOT.Volume_mva365	365 Day MA
5225	VOT.Adjusted_SmoothDer	Derivative of Smoothed
5231	TMFGX.Open_YoY4	4 Year over 4 Year
5232	TMFGX.Open_YoY5	5 Year over 5 Year
5236	TMFGX.Open_Log	Log of
5238	TMFGX.Open_mva200	200 Day MA
5239	TMFGX.Open_mva050	50 Day MA
5241	TMFGX.High_YoY4	4 Year over 4 Year
5242	TMFGX.High_YoY5	5 Year over 5 Year
5246	TMFGX.High_Log	Log of
5248	TMFGX.High_mva200	200 Day MA
5249	TMFGX.High_mva050	50 Day MA
5251	TMFGX.Low_YoY4	4 Year over 4 Year
5252	TMFGX.Low_YoY5	5 Year over 5 Year
5256	TMFGX.Low_Log	Log of
5258	TMFGX.Low_mva200	200 Day MA
5259	TMFGX.Low_mva050	50 Day MA
5261	TMFGX.Close_YoY4	4 Year over 4 Year
5262	TMFGX.Close_YoY5	5 Year over 5 Year
5266	TMFGX.Close_Log	Log of
5268	TMFGX.Close_mva200	200 Day MA
5269	TMFGX.Close_mva050	50 Day MA
5270	TMFGX.Volume_YoY	Year over Year
5271	TMFGX.Volume_YoY4	4 Year over 4 Year
5272	TMFGX.Volume_YoY5	5 Year over 5 Year
5273	TMFGX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5274	TMFGX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5275	TMFGX.Volume_SmoothDer	Derivative of Smoothed
5276	TMFGX.Volume_Log	Log of
5277	TMFGX.Volume_mva365	365 Day MA
5278	TMFGX.Volume_mva200	200 Day MA
5279	TMFGX.Volume_mva050	50 Day MA
5281	TMFGX.Adjusted_YoY4	4 Year over 4 Year
5282	TMFGX.Adjusted_YoY5	5 Year over 5 Year
5286	TMFGX.Adjusted_Log	Log of
5288	TMFGX.Adjusted_mva200	200 Day MA
5289	TMFGX.Adjusted_mva050	50 Day MA
5295	IWM.Open_SmoothDer	Derivative of Smoothed
5305	IWM.High_SmoothDer	Derivative of Smoothed
5315	IWM.Low_SmoothDer	Derivative of Smoothed
5325	IWM.Close_SmoothDer	Derivative of Smoothed
5335	IWM.Volume_SmoothDer	Derivative of Smoothed
5345	IWM.Adjusted_SmoothDer	Derivative of Smoothed
5355	ONEQ.Open_SmoothDer	Derivative of Smoothed
5365	ONEQ.High_SmoothDer	Derivative of Smoothed
5375	ONEQ.Low_SmoothDer	Derivative of Smoothed
5385	ONEQ.Close_SmoothDer	Derivative of Smoothed
5393	ONEQ.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5395	ONEQ.Volume_SmoothDer	Derivative of Smoothed
5397	ONEQ.Volume_mva365	365 Day MA
5405	ONEQ.Adjusted_SmoothDer	Derivative of Smoothed
5415	FSMAX.Open_SmoothDer	Derivative of Smoothed
5425	FSMAX.High_SmoothDer	Derivative of Smoothed
5435	FSMAX.Low_SmoothDer	Derivative of Smoothed
5445	FSMAX.Close_SmoothDer	Derivative of Smoothed
5450	FSMAX.Volume_YoY	Year over Year
5451	FSMAX.Volume_YoY4	4 Year over 4 Year
5452	FSMAX.Volume_YoY5	5 Year over 5 Year
5453	FSMAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5454	FSMAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5455	FSMAX.Volume_SmoothDer	Derivative of Smoothed
5456	FSMAX.Volume_Log	Log of
5457	FSMAX.Volume_mva365	365 Day MA
5458	FSMAX.Volume_mva200	200 Day MA
5459	FSMAX.Volume_mva050	50 Day MA
5465	FSMAX.Adjusted_SmoothDer	Derivative of Smoothed
5475	FXNAX.Open_SmoothDer	Derivative of Smoothed
5485	FXNAX.High_SmoothDer	Derivative of Smoothed
5495	FXNAX.Low_SmoothDer	Derivative of Smoothed
5505	FXNAX.Close_SmoothDer	Derivative of Smoothed
5510	FXNAX.Volume_YoY	Year over Year
5511	FXNAX.Volume_YoY4	4 Year over 4 Year
5512	FXNAX.Volume_YoY5	5 Year over 5 Year
5513	FXNAX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5514	FXNAX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5515	FXNAX.Volume_SmoothDer	Derivative of Smoothed
5516	FXNAX.Volume_Log	Log of
5517	FXNAX.Volume_mva365	365 Day MA
5518	FXNAX.Volume_mva200	200 Day MA
5519	FXNAX.Volume_mva050	50 Day MA
5525	FXNAX.Adjusted_SmoothDer	Derivative of Smoothed
5533	HAINX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5535	HAINX.Open_SmoothDer	Derivative of Smoothed
5543	HAINX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5545	HAINX.High_SmoothDer	Derivative of Smoothed
5553	HAINX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5555	HAINX.Low_SmoothDer	Derivative of Smoothed
5563	HAINX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5565	HAINX.Close_SmoothDer	Derivative of Smoothed
5570	HAINX.Volume_YoY	Year over Year
5571	HAINX.Volume_YoY4	4 Year over 4 Year
5572	HAINX.Volume_YoY5	5 Year over 5 Year
5573	HAINX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5574	HAINX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5575	HAINX.Volume_SmoothDer	Derivative of Smoothed
5576	HAINX.Volume_Log	Log of
5577	HAINX.Volume_mva365	365 Day MA
5578	HAINX.Volume_mva200	200 Day MA
5579	HAINX.Volume_mva050	50 Day MA
5583	HAINX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5585	HAINX.Adjusted_SmoothDer	Derivative of Smoothed
5589	HAINX.Adjusted_mva050	50 Day MA
5595	HNACX.Open_SmoothDer	Derivative of Smoothed
5605	HNACX.High_SmoothDer	Derivative of Smoothed
5615	HNACX.Low_SmoothDer	Derivative of Smoothed
5625	HNACX.Close_SmoothDer	Derivative of Smoothed
5630	HNACX.Volume_YoY	Year over Year
5631	HNACX.Volume_YoY4	4 Year over 4 Year
5632	HNACX.Volume_YoY5	5 Year over 5 Year
5633	HNACX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5634	HNACX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5635	HNACX.Volume_SmoothDer	Derivative of Smoothed
5636	HNACX.Volume_Log	Log of
5637	HNACX.Volume_mva365	365 Day MA
5638	HNACX.Volume_mva200	200 Day MA
5639	HNACX.Volume_mva050	50 Day MA
5645	HNACX.Adjusted_SmoothDer	Derivative of Smoothed
5653	VEU.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5655	VEU.Open_SmoothDer	Derivative of Smoothed
5663	VEU.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5665	VEU.High_SmoothDer	Derivative of Smoothed
5673	VEU.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5675	VEU.Low_SmoothDer	Derivative of Smoothed
5683	VEU.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5685	VEU.Close_SmoothDer	Derivative of Smoothed
5693	VEU.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5695	VEU.Volume_SmoothDer	Derivative of Smoothed
5703	VEU.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5705	VEU.Adjusted_SmoothDer	Derivative of Smoothed
5713	VEIRX.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5715	VEIRX.Open_SmoothDer	Derivative of Smoothed
5723	VEIRX.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5725	VEIRX.High_SmoothDer	Derivative of Smoothed
5733	VEIRX.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5735	VEIRX.Low_SmoothDer	Derivative of Smoothed
5743	VEIRX.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5745	VEIRX.Close_SmoothDer	Derivative of Smoothed
5750	VEIRX.Volume_YoY	Year over Year
5751	VEIRX.Volume_YoY4	4 Year over 4 Year
5752	VEIRX.Volume_YoY5	5 Year over 5 Year
5753	VEIRX.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5754	VEIRX.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5755	VEIRX.Volume_SmoothDer	Derivative of Smoothed
5756	VEIRX.Volume_Log	Log of
5757	VEIRX.Volume_mva365	365 Day MA
5758	VEIRX.Volume_mva200	200 Day MA
5759	VEIRX.Volume_mva050	50 Day MA
5763	VEIRX.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5765	VEIRX.Adjusted_SmoothDer	Derivative of Smoothed
5817	BIL.Volume_mva365	365 Day MA
5823	BIL.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5824	BIL.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
5825	BIL.Adjusted_SmoothDer	Derivative of Smoothed
5827	BIL.Adjusted_mva365	365 Day MA
5828	BIL.Adjusted_mva200	200 Day MA
5829	BIL.Adjusted_mva050	50 Day MA
5833	IVOO.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5835	IVOO.Open_SmoothDer	Derivative of Smoothed
5843	IVOO.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5845	IVOO.High_SmoothDer	Derivative of Smoothed
5853	IVOO.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5855	IVOO.Low_SmoothDer	Derivative of Smoothed
5863	IVOO.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5865	IVOO.Close_SmoothDer	Derivative of Smoothed
5873	IVOO.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5875	IVOO.Volume_SmoothDer	Derivative of Smoothed
5876	IVOO.Volume_Log	Log of
5877	IVOO.Volume_mva365	365 Day MA
5883	IVOO.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5885	IVOO.Adjusted_SmoothDer	Derivative of Smoothed
5893	VO.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5895	VO.Open_SmoothDer	Derivative of Smoothed
5905	VO.High_SmoothDer	Derivative of Smoothed
5913	VO.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5915	VO.Low_SmoothDer	Derivative of Smoothed
5923	VO.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5925	VO.Close_SmoothDer	Derivative of Smoothed
5933	VO.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5935	VO.Volume_SmoothDer	Derivative of Smoothed
5936	VO.Volume_Log	Log of
5943	VO.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5945	VO.Adjusted_SmoothDer	Derivative of Smoothed
5953	CZA.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5955	CZA.Open_SmoothDer	Derivative of Smoothed
5963	CZA.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5965	CZA.High_SmoothDer	Derivative of Smoothed
5973	CZA.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5975	CZA.Low_SmoothDer	Derivative of Smoothed
5983	CZA.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
5985	CZA.Close_SmoothDer	Derivative of Smoothed
5996	CZA.Volume_Log	Log of
6003	CZA.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6005	CZA.Adjusted_SmoothDer	Derivative of Smoothed
6013	VYM.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6015	VYM.Open_SmoothDer	Derivative of Smoothed
6023	VYM.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6025	VYM.High_SmoothDer	Derivative of Smoothed
6033	VYM.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6035	VYM.Low_SmoothDer	Derivative of Smoothed
6043	VYM.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6045	VYM.Close_SmoothDer	Derivative of Smoothed
6053	VYM.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6055	VYM.Volume_SmoothDer	Derivative of Smoothed
6057	VYM.Volume_mva365	365 Day MA
6063	VYM.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6065	VYM.Adjusted_SmoothDer	Derivative of Smoothed
6073	ACWI.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6075	ACWI.Open_SmoothDer	Derivative of Smoothed
6085	ACWI.High_SmoothDer	Derivative of Smoothed
6093	ACWI.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6095	ACWI.Low_SmoothDer	Derivative of Smoothed
6105	ACWI.Close_SmoothDer	Derivative of Smoothed
6115	ACWI.Volume_SmoothDer	Derivative of Smoothed
6123	ACWI.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6125	ACWI.Adjusted_SmoothDer	Derivative of Smoothed
6133	SLY.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6135	SLY.Open_SmoothDer	Derivative of Smoothed
6143	SLY.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6145	SLY.High_SmoothDer	Derivative of Smoothed
6153	SLY.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6155	SLY.Low_SmoothDer	Derivative of Smoothed
6163	SLY.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6165	SLY.Close_SmoothDer	Derivative of Smoothed
6173	SLY.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6175	SLY.Volume_SmoothDer	Derivative of Smoothed
6176	SLY.Volume_Log	Log of
6183	SLY.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6185	SLY.Adjusted_SmoothDer	Derivative of Smoothed
6195	QQQ.Open_SmoothDer	Derivative of Smoothed
6205	QQQ.High_SmoothDer	Derivative of Smoothed
6215	QQQ.Low_SmoothDer	Derivative of Smoothed
6225	QQQ.Close_SmoothDer	Derivative of Smoothed
6235	QQQ.Volume_SmoothDer	Derivative of Smoothed
6245	QQQ.Adjusted_SmoothDer	Derivative of Smoothed
6255	HYMB.Open_SmoothDer	Derivative of Smoothed
6265	HYMB.High_SmoothDer	Derivative of Smoothed
6275	HYMB.Low_SmoothDer	Derivative of Smoothed
6285	HYMB.Close_SmoothDer	Derivative of Smoothed
6293	HYMB.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6296	HYMB.Volume_Log	Log of
6305	HYMB.Adjusted_SmoothDer	Derivative of Smoothed
6313	GOLD.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6315	GOLD.Open_SmoothDer	Derivative of Smoothed
6316	GOLD.Open_Log	Log of
6323	GOLD.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6325	GOLD.High_SmoothDer	Derivative of Smoothed
6333	GOLD.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6335	GOLD.Low_SmoothDer	Derivative of Smoothed
6343	GOLD.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6345	GOLD.Close_SmoothDer	Derivative of Smoothed
6356	GOLD.Volume_Log	Log of
6363	GOLD.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6365	GOLD.Adjusted_SmoothDer	Derivative of Smoothed
6373	BKR.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6375	BKR.Open_SmoothDer	Derivative of Smoothed
6376	BKR.Open_Log	Log of
6377	BKR.Open_mva365	365 Day MA
6383	BKR.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6385	BKR.High_SmoothDer	Derivative of Smoothed
6387	BKR.High_mva365	365 Day MA
6393	BKR.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6395	BKR.Low_SmoothDer	Derivative of Smoothed
6397	BKR.Low_mva365	365 Day MA
6403	BKR.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6405	BKR.Close_SmoothDer	Derivative of Smoothed
6407	BKR.Close_mva365	365 Day MA
6416	BKR.Volume_Log	Log of
6423	BKR.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6425	BKR.Adjusted_SmoothDer	Derivative of Smoothed
6427	BKR.Adjusted_mva365	365 Day MA
6433	SLB.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6435	SLB.Open_SmoothDer	Derivative of Smoothed
6437	SLB.Open_mva365	365 Day MA
6438	SLB.Open_mva200	200 Day MA
6443	SLB.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6445	SLB.High_SmoothDer	Derivative of Smoothed
6447	SLB.High_mva365	365 Day MA
6448	SLB.High_mva200	200 Day MA
6453	SLB.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6455	SLB.Low_SmoothDer	Derivative of Smoothed
6457	SLB.Low_mva365	365 Day MA
6458	SLB.Low_mva200	200 Day MA
6463	SLB.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6465	SLB.Close_SmoothDer	Derivative of Smoothed
6467	SLB.Close_mva365	365 Day MA
6468	SLB.Close_mva200	200 Day MA
6483	SLB.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6485	SLB.Adjusted_SmoothDer	Derivative of Smoothed
6487	SLB.Adjusted_mva365	365 Day MA
6488	SLB.Adjusted_mva200	200 Day MA
6493	HAL.Open_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6495	HAL.Open_SmoothDer	Derivative of Smoothed
6496	HAL.Open_Log	Log of
6497	HAL.Open_mva365	365 Day MA
6503	HAL.High_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6505	HAL.High_SmoothDer	Derivative of Smoothed
6507	HAL.High_mva365	365 Day MA
6513	HAL.Low_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6514	HAL.Low_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6515	HAL.Low_SmoothDer	Derivative of Smoothed
6517	HAL.Low_mva365	365 Day MA
6519	HAL.Low_mva050	50 Day MA
6523	HAL.Close_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6524	HAL.Close_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6525	HAL.Close_SmoothDer	Derivative of Smoothed
6527	HAL.Close_mva365	365 Day MA
6529	HAL.Close_mva050	50 Day MA
6536	HAL.Volume_Log	Log of
6543	HAL.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6544	HAL.Adjusted_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6545	HAL.Adjusted_SmoothDer	Derivative of Smoothed
6547	HAL.Adjusted_mva365	365 Day MA
6549	HAL.Adjusted_mva050	50 Day MA
6556	IP.Open_Log	Log of
6595	IP.Volume_SmoothDer	Derivative of Smoothed
6675	UPS.Open_SmoothDer	Derivative of Smoothed
6685	UPS.High_SmoothDer	Derivative of Smoothed
6695	UPS.Low_SmoothDer	Derivative of Smoothed
6705	UPS.Close_SmoothDer	Derivative of Smoothed
6725	UPS.Adjusted_SmoothDer	Derivative of Smoothed
6796	T.Open_Log	Log of
6835	T.Volume_SmoothDer	Derivative of Smoothed
6843	T.Adjusted_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6893	VZ.Volume_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6894	VZ.Volume_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6895	VZ.Volume_SmoothDer	Derivative of Smoothed
6897	VZ.Volume_mva365	365 Day MA
6916	ISMMANPMI_Log	Log of Institute of Supply Managment PMI Composite Index
6919	ISMMANPMI_mva050	Institute of Supply Managment PMI Composite Index 50 Day MA
6923	MULTPLSP500PERATIOMONTH_Smooth	Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM P/E
6925	MULTPLSP500PERATIOMONTH_SmoothDer	Derivative of Smoothed S&P 500 TTM P/E
6929	MULTPLSP500PERATIOMONTH_mva050	S&P 500 TTM P/E 50 Day MA
6936	MULTPLSP500SALESQUARTER_Log	Log of S&P 500 TTM Sales (Not Inflation Adjusted)
6937	MULTPLSP500SALESQUARTER_mva365	S&P 500 TTM Sales (Not Inflation Adjusted) 365 Day MA
6938	MULTPLSP500SALESQUARTER_mva200	S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA
6939	MULTPLSP500SALESQUARTER_mva050	S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA
6947	MULTPLSP500DIVYIELDMONTH_mva365	S&P 500 Dividend Yield by Month 365 Day MA
6948	MULTPLSP500DIVYIELDMONTH_mva200	S&P 500 Dividend Yield by Month 200 Day MA
6955	MULTPLSP500DIVMONTH_SmoothDer	Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted)
6956	MULTPLSP500DIVMONTH_Log	Log of S&P 500 Dividend by Month (Inflation Adjusted)
6957	MULTPLSP500DIVMONTH_mva365	S&P 500 Dividend by Month (Inflation Adjusted) 365 Day MA
6958	MULTPLSP500DIVMONTH_mva200	S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA
6959	MULTPLSP500DIVMONTH_mva050	S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA
6960	CHRISCMEHG1_YoY	Copper Futures, Continuous Contract #1 (HG1) (Front Month) Year over Year
6966	CHRISCMEHG1_Log	Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month)
6967	CHRISCMEHG1_mva365	Copper Futures, Continuous Contract #1 (HG1) (Front Month) 365 Day MA
6968	CHRISCMEHG1_mva200	Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA
6969	CHRISCMEHG1_mva050	Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA
6970	WWDIWLDISAIRGOODMTK1_YoY	Air transport, freight Year over Year
6976	WWDIWLDISAIRGOODMTK1_Log	Log of Air transport, freight
6977	WWDIWLDISAIRGOODMTK1_mva365	Air transport, freight 365 Day MA
6978	WWDIWLDISAIRGOODMTK1_mva200	Air transport, freight 200 Day MA
6979	WWDIWLDISAIRGOODMTK1_mva050	Air transport, freight 50 Day MA
6983	LBMAGOLD.USD_AM_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6984	LBMAGOLD.USD_AM_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6985	LBMAGOLD.USD_AM_SmoothDer	Derivative of Smoothed
6993	LBMAGOLD.USD_PM_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
6994	LBMAGOLD.USD_PM_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15)
6995	LBMAGOLD.USD_PM_SmoothDer	Derivative of Smoothed
7003	LBMAGOLD.GBP_AM_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
7007	LBMAGOLD.GBP_AM_mva365	365 Day MA
7013	LBMAGOLD.GBP_PM_Smooth	Savitsky-Golay Smoothed (p=3, n=365)
7017	LBMAGOLD.GBP_PM_mva365	365 Day MA
7027	LBMAGOLD.EURO_AM_mva365	365 Day MA
7037	LBMAGOLD.EURO_PM_mva365	365 Day MA
7043	PETA103600001M_Smooth	Savitsky-Golay Smoothed (p=3, n=365) U.S. Total Gasoline Retail Sales by Refiners, Monthly
7046	PETA103600001M_Log	Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
7047	PETA103600001M_mva365	U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7049	PETA103600001M_mva050	U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7053	PETA123600001M_Smooth	Savitsky-Golay Smoothed (p=3, n=365) U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7056	PETA123600001M_Log	Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7057	PETA123600001M_mva365	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7058	PETA123600001M_mva200	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7059	PETA123600001M_mva050	U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7060	PETA143B00001M_YoY	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
7061	PETA143B00001M_YoY4	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7062	PETA143B00001M_YoY5	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7066	PETA143B00001M_Log	Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
7067	PETA143B00001M_mva365	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7068	PETA143B00001M_mva200	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7069	PETA143B00001M_mva050	U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7075	PETA133B00001M_SmoothDer	Derivative of Smoothed U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7076	PETA133B00001M_Log	Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7079	PETA133B00001M_mva050	U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
7086	TOTALOGNRPUSM_Log	Log of Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
7087	TOTALOGNRPUSM_mva365	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 365 Day MA
7088	TOTALOGNRPUSM_mva200	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 200 Day MA
7089	TOTALOGNRPUSM_mva050	Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 50 Day MA
7091	TOTALPANRPUSM_YoY4	Crude Oil Rotary Rigs in Operation, Monthly 4 Year over 4 Year
7096	TOTALPANRPUSM_Log	Log of Crude Oil Rotary Rigs in Operation, Monthly
7097	TOTALPANRPUSM_mva365	Crude Oil Rotary Rigs in Operation, Monthly 365 Day MA
7098	TOTALPANRPUSM_mva200	Crude Oil Rotary Rigs in Operation, Monthly 200 Day MA
7099	TOTALPANRPUSM_mva050	Crude Oil Rotary Rigs in Operation, Monthly 50 Day MA
7107	TOTALNGNRPUSM_mva365	Natural Gas Rotary Rigs in Operation, Monthly 365 Day MA
7108	TOTALNGNRPUSM_mva200	Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
7113	BKRTotal_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Rig Count
7116	BKRTotal_Log	Log of Total Rig Count
7117	BKRTotal_mva365	Total Rig Count 365 Day MA
7118	BKRTotal_mva200	Total Rig Count 200 Day MA
7119	BKRTotal_mva050	Total Rig Count 50 Day MA
7123	BKRGas_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Gas Rig Count
7126	BKRGas_Log	Log of Gas Rig Count
7127	BKRGas_mva365	Gas Rig Count 365 Day MA
7128	BKRGas_mva200	Gas Rig Count 200 Day MA
7129	BKRGas_mva050	Gas Rig Count 50 Day MA
7133	BKROil_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Oil Rig Count
7136	BKROil_Log	Log of Oil Rig Count
7137	BKROil_mva365	Oil Rig Count 365 Day MA
7138	BKROil_mva200	Oil Rig Count 200 Day MA
7139	BKROil_mva050	Oil Rig Count 50 Day MA
7140	FARMINCOME_YoY	Net Farm Income Year over Year
7146	FARMINCOME_Log	Log of Net Farm Income
7147	FARMINCOME_mva365	Net Farm Income 365 Day MA
7148	FARMINCOME_mva200	Net Farm Income 200 Day MA
7149	FARMINCOME_mva050	Net Farm Income 50 Day MA
7155	OPEARNINGSPERSHARE_SmoothDer	Derivative of Smoothed Operating Earnings per Share
7156	OPEARNINGSPERSHARE_Log	Log of Operating Earnings per Share
7157	OPEARNINGSPERSHARE_mva365	Operating Earnings per Share 365 Day MA
7158	OPEARNINGSPERSHARE_mva200	Operating Earnings per Share 200 Day MA
7159	OPEARNINGSPERSHARE_mva050	Operating Earnings per Share 50 Day MA
7165	AREARNINGSPERSHARE_SmoothDer	Derivative of Smoothed As-Reported Earnings per Share
7166	AREARNINGSPERSHARE_Log	Log of As-Reported Earnings per Share
7167	AREARNINGSPERSHARE_mva365	As-Reported Earnings per Share 365 Day MA
7168	AREARNINGSPERSHARE_mva200	As-Reported Earnings per Share 200 Day MA
7169	AREARNINGSPERSHARE_mva050	As-Reported Earnings per Share 50 Day MA
7175	CASHDIVIDENDSPERSHR_SmoothDer	Derivative of Smoothed Cash Dividends per Share
7176	CASHDIVIDENDSPERSHR_Log	Log of Cash Dividends per Share
7177	CASHDIVIDENDSPERSHR_mva365	Cash Dividends per Share 365 Day MA
7178	CASHDIVIDENDSPERSHR_mva200	Cash Dividends per Share 200 Day MA
7179	CASHDIVIDENDSPERSHR_mva050	Cash Dividends per Share 50 Day MA
7185	SALESPERSHR_SmoothDer	Derivative of Smoothed Sales per Share
7186	SALESPERSHR_Log	Log of Sales per Share
7187	SALESPERSHR_mva365	Sales per Share 365 Day MA
7188	SALESPERSHR_mva200	Sales per Share 200 Day MA
7189	SALESPERSHR_mva050	Sales per Share 50 Day MA
7195	BOOKVALPERSHR_SmoothDer	Derivative of Smoothed Book value per Share
7196	BOOKVALPERSHR_Log	Log of Book value per Share
7197	BOOKVALPERSHR_mva365	Book value per Share 365 Day MA
7198	BOOKVALPERSHR_mva200	Book value per Share 200 Day MA
7199	BOOKVALPERSHR_mva050	Book value per Share 50 Day MA
7205	CAPEXPERSHR_SmoothDer	Derivative of Smoothed Cap ex per Share
7206	CAPEXPERSHR_Log	Log of Cap ex per Share
7207	CAPEXPERSHR_mva365	Cap ex per Share 365 Day MA
7208	CAPEXPERSHR_mva200	Cap ex per Share 200 Day MA
7209	CAPEXPERSHR_mva050	Cap ex per Share 50 Day MA
7215	PRICE_SmoothDer	Derivative of Smoothed Price
7216	PRICE_Log	Log of Price
7217	PRICE_mva365	Price 365 Day MA
7218	PRICE_mva200	Price 200 Day MA
7219	PRICE_mva050	Price 50 Day MA
7225	OPEARNINGSTTM_SmoothDer	Derivative of Smoothed TTM Operating Earnings
7226	OPEARNINGSTTM_Log	Log of TTM Operating Earnings
7227	OPEARNINGSTTM_mva365	TTM Operating Earnings 365 Day MA
7228	OPEARNINGSTTM_mva200	TTM Operating Earnings 200 Day MA
7229	OPEARNINGSTTM_mva050	TTM Operating Earnings 50 Day MA
7235	AREARNINGSTTM_SmoothDer	Derivative of Smoothed TTM Reported Earnings
7236	AREARNINGSTTM_Log	Log of TTM Reported Earnings
7237	AREARNINGSTTM_mva365	TTM Reported Earnings 365 Day MA
7238	AREARNINGSTTM_mva200	TTM Reported Earnings 200 Day MA
7239	AREARNINGSTTM_mva050	TTM Reported Earnings 50 Day MA
7245	FINRAMarginDebt_SmoothDer	Derivative of Smoothed Margin Debt
7255	FINRAFreeCreditMargin_SmoothDer	Derivative of Smoothed Free Credit Balances in Customers’ Securities Margin Accounts
7260	OCCEquityVolume_YoY	Equity Options Volume Year over Year
7266	OCCEquityVolume_Log	Log of Equity Options Volume
7267	OCCEquityVolume_mva365	Equity Options Volume 365 Day MA
7268	OCCEquityVolume_mva200	Equity Options Volume 200 Day MA
7269	OCCEquityVolume_mva050	Equity Options Volume 50 Day MA
7270	OCCNonEquityVolume_YoY	Non-Equity Options Volume Year over Year
7276	OCCNonEquityVolume_Log	Log of Non-Equity Options Volume
7277	OCCNonEquityVolume_mva365	Non-Equity Options Volume 365 Day MA
7278	OCCNonEquityVolume_mva200	Non-Equity Options Volume 200 Day MA
7279	OCCNonEquityVolume_mva050	Non-Equity Options Volume 50 Day MA
7296	BUSLOANS.minus.BUSLOANSNSA_Log	Log of Business Loans (Montlhy) SA - NSA
7297	BUSLOANS.minus.BUSLOANSNSA_mva365	Business Loans (Montlhy) SA - NSA 365 Day MA
7298	BUSLOANS.minus.BUSLOANSNSA_mva200	Business Loans (Montlhy) SA - NSA 200 Day MA
7306	BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log	Log of Business Loans (Montlhy) SA - NSA divided by GDP
7307	BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva365	Business Loans (Montlhy) SA - NSA divided by GDP 365 Day MA
7308	BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva200	Business Loans (Montlhy) SA - NSA divided by GDP 200 Day MA
7312	BUSLOANS.by.GDP_YoY5	Business Loans Normalized by GDP 5 Year over 5 Year
7316	BUSLOANS.by.GDP_Log	Log of Business Loans Normalized by GDP
7317	BUSLOANS.by.GDP_mva365	Business Loans Normalized by GDP 365 Day MA
7318	BUSLOANS.by.GDP_mva200	Business Loans Normalized by GDP 200 Day MA
7319	BUSLOANS.by.GDP_mva050	Business Loans Normalized by GDP 50 Day MA
7321	BUSLOANS.INTEREST_YoY4	Business Loans (Monthly, SA) Adjusted Interest Burdens 4 Year over 4 Year
7323	BUSLOANS.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens
7327	BUSLOANS.INTEREST_mva365	Business Loans (Monthly, SA) Adjusted Interest Burdens 365 Day MA
7328	BUSLOANS.INTEREST_mva200	Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7331	BUSLOANS.INTEREST.by.GDP_YoY4	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 4 Year over 4 Year
7333	BUSLOANS.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7337	BUSLOANS.INTEREST.by.GDP_mva365	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 365 Day MA
7338	BUSLOANS.INTEREST.by.GDP_mva200	Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7342	BUSLOANSNSA.by.GDP_YoY5	Business Loans Normalized by GDP 5 Year over 5 Year
7343	BUSLOANSNSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7346	BUSLOANSNSA.by.GDP_Log	Log of Business Loans Normalized by GDP
7347	BUSLOANSNSA.by.GDP_mva365	Business Loans Normalized by GDP 365 Day MA
7348	BUSLOANSNSA.by.GDP_mva200	Business Loans Normalized by GDP 200 Day MA
7349	BUSLOANSNSA.by.GDP_mva050	Business Loans Normalized by GDP 50 Day MA
7353	TOTCI.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP
7357	TOTCI.by.GDP_mva365	Business Loans (Weekly, SA) Normalized by GDP 365 Day MA
7358	TOTCI.by.GDP_mva200	Business Loans (Weekly, SA) Normalized by GDP 200 Day MA
7359	TOTCI.by.GDP_mva050	Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7363	TOTCINSA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7366	TOTCINSA.by.GDP_Log	Log of Business Loans (Weekly, NSA) Normalized by GDP
7367	TOTCINSA.by.GDP_mva365	Business Loans (Weekly, NSA) Normalized by GDP 365 Day MA
7368	TOTCINSA.by.GDP_mva200	Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA
7369	TOTCINSA.by.GDP_mva050	Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7371	TOTCINSA.INTEREST_YoY4	Business Loans (Weekly, NSA) Adjusted Interest Burdens 4 Year over 4 Year
7373	TOTCINSA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens
7377	TOTCINSA.INTEREST_mva365	Business Loans (Weekly, NSA) Adjusted Interest Burdens 365 Day MA
7378	TOTCINSA.INTEREST_mva200	Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7381	TOTCINSA.INTEREST.by.GDP_YoY4	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 4 Year over 4 Year
7383	TOTCINSA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7387	TOTCINSA.INTEREST.by.GDP_mva365	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 365 Day MA
7388	TOTCINSA.INTEREST.by.GDP_mva200	Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7390	W875RX1.by.GDP_YoY	Real Personal Income Normalized by GDP Year over Year
7392	W875RX1.by.GDP_YoY5	Real Personal Income Normalized by GDP 5 Year over 5 Year
7393	W875RX1.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7395	W875RX1.by.GDP_SmoothDer	Derivative of Smoothed Real Personal Income Normalized by GDP
7396	W875RX1.by.GDP_Log	Log of Real Personal Income Normalized by GDP
7399	W875RX1.by.GDP_mva050	Real Personal Income Normalized by GDP 50 Day MA
7400	A065RC1A027NBEA.by.GDP_YoY	Personal Income (NSA) Normalized by GDP Year over Year
7402	A065RC1A027NBEA.by.GDP_YoY5	Personal Income (NSA) Normalized by GDP 5 Year over 5 Year
7405	A065RC1A027NBEA.by.GDP_SmoothDer	Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7406	A065RC1A027NBEA.by.GDP_Log	Log of Personal Income (NSA) Normalized by GDP
7410	PI.by.GDP_YoY	Personal Income (SA) Normalized by GDP Year over Year
7413	PI.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
7415	PI.by.GDP_SmoothDer	Derivative of Smoothed Personal Income (SA) Normalized by GDP
7416	PI.by.GDP_Log	Log of Personal Income (SA) Normalized by GDP
7418	PI.by.GDP_mva200	Personal Income (SA) Normalized by GDP 200 Day MA
7419	PI.by.GDP_mva050	Personal Income (SA) Normalized by GDP 50 Day MA
7423	A053RC1Q027SBEA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7425	A053RC1Q027SBEA.by.GDP_SmoothDer	Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7426	A053RC1Q027SBEA.by.GDP_Log	Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7433	CPROFIT.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
7436	CPROFIT.by.GDP_Log	Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
7445	CONSUMERNSA.by.GDP_SmoothDer	Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7446	CONSUMERNSA.by.GDP_Log	Log of Consumer Loans Not Seasonally Adjusted divided by GDP
7447	CONSUMERNSA.by.GDP_mva365	Consumer Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7448	CONSUMERNSA.by.GDP_mva200	Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7449	CONSUMERNSA.by.GDP_mva050	Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7450	RREACBM027NBOG.by.GDP_YoY	Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7451	RREACBM027NBOG.by.GDP_YoY4	Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7452	RREACBM027NBOG.by.GDP_YoY5	Residental Real Estate Loans (Monthly, NSA) divided by GDP 5 Year over 5 Year
7456	RREACBM027NBOG.by.GDP_Log	Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7457	RREACBM027NBOG.by.GDP_mva365	Residental Real Estate Loans (Monthly, NSA) divided by GDP 365 Day MA
7458	RREACBM027NBOG.by.GDP_mva200	Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA
7459	RREACBM027NBOG.by.GDP_mva050	Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7460	RREACBM027SBOG.by.GDP_YoY	Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year
7461	RREACBM027SBOG.by.GDP_YoY4	Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7462	RREACBM027SBOG.by.GDP_YoY5	Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year
7463	RREACBM027SBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP
7466	RREACBM027SBOG.by.GDP_Log	Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7467	RREACBM027SBOG.by.GDP_mva365	Residental Real Estate Loans (Monthly, SA) divided by GDP 365 Day MA
7468	RREACBM027SBOG.by.GDP_mva200	Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA
7469	RREACBM027SBOG.by.GDP_mva050	Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7470	RREACBW027SBOG.by.GDP_YoY	Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year
7472	RREACBW027SBOG.by.GDP_YoY5	Residental Real Estate Loans (Weekly, SA) divided by GDP 5 Year over 5 Year
7473	RREACBW027SBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7475	RREACBW027SBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7476	RREACBW027SBOG.by.GDP_Log	Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7477	RREACBW027SBOG.by.GDP_mva365	Residental Real Estate Loans (Weekly, SA) divided by GDP 365 Day MA
7478	RREACBW027SBOG.by.GDP_mva200	Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA
7479	RREACBW027SBOG.by.GDP_mva050	Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7480	RREACBW027NBOG.by.GDP_YoY	Residental Real Estate Loans (Weekly, NSA) divided by GDP Year over Year
7482	RREACBW027NBOG.by.GDP_YoY5	Residental Real Estate Loans (Weekly, NSA) divided by GDP 5 Year over 5 Year
7483	RREACBW027NBOG.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7485	RREACBW027NBOG.by.GDP_SmoothDer	Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7486	RREACBW027NBOG.by.GDP_Log	Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7487	RREACBW027NBOG.by.GDP_mva365	Residental Real Estate Loans (Weekly, NSA) divided by GDP 365 Day MA
7488	RREACBW027NBOG.by.GDP_mva200	Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA
7489	RREACBW027NBOG.by.GDP_mva050	Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7501	DGORDER.by.GDP_YoY4	Durable Goods (Monthly, NSA) divided by GDP 4 Year over 4 Year
7511	ASHMA.by.GDP_YoY4	Home Mortgages (Quarterly, NSA) divided by GDP 4 Year over 4 Year
7512	ASHMA.by.GDP_YoY5	Home Mortgages (Quarterly, NSA) divided by GDP 5 Year over 5 Year
7513	ASHMA.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) divided by GDP
7516	ASHMA.by.GDP_Log	Log of Home Mortgages (Quarterly, NSA) divided by GDP
7523	ASHMA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7527	ASHMA.INTEREST_mva365	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7528	ASHMA.INTEREST_mva200	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7533	ASHMA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7537	ASHMA.INTEREST.by.GDP_mva365	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 365 Day MA
7538	ASHMA.INTEREST.by.GDP_mva200	Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 200 Day MA
7546	CONSUMERNSA.INTEREST_Log	Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7547	CONSUMERNSA.INTEREST_mva365	Consumer Loans (Not Seasonally Adjusted) Interest Burdens 365 Day MA
7548	CONSUMERNSA.INTEREST_mva200	Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
7549	CONSUMERNSA.INTEREST_mva050	Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA
7556	CONSUMERNSA.INTEREST.by.GDP_Log	Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7557	CONSUMERNSA.INTEREST.by.GDP_mva365	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 365 Day MA
7558	CONSUMERNSA.INTEREST.by.GDP_mva200	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA
7559	CONSUMERNSA.INTEREST.by.GDP_mva050	Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA
7566	TOTLNNSA_Log	Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7567	TOTLNNSA_mva365	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7568	TOTLNNSA_mva200	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7569	TOTLNNSA_mva050	Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7572	TOTLNNSA.by.GDP_YoY5	Total Loans Not Seasonally Adjusted divided by GDP 5 Year over 5 Year
7576	TOTLNNSA.by.GDP_Log	Log of Total Loans Not Seasonally Adjusted divided by GDP
7577	TOTLNNSA.by.GDP_mva365	Total Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7578	TOTLNNSA.by.GDP_mva200	Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7579	TOTLNNSA.by.GDP_mva050	Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7581	TOTLNNSA.INTEREST_YoY4	Total Loans Not Seasonally Adjusted Interest Burdens 4 Year over 4 Year
7583	TOTLNNSA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens
7587	TOTLNNSA.INTEREST_mva365	Total Loans Not Seasonally Adjusted Interest Burdens 365 Day MA
7588	TOTLNNSA.INTEREST_mva200	Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7591	TOTLNNSA.INTEREST.by.GDP_YoY4	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 4 Year over 4 Year
7593	TOTLNNSA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7597	TOTLNNSA.INTEREST.by.GDP_mva365	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 365 Day MA
7598	TOTLNNSA.INTEREST.by.GDP_mva200	Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7602	WRESBAL.by.GDP_YoY5	Reserve Balances with Federal Reserve Banks Divided by GDP 5 Year over 5 Year
7605	WRESBAL.by.GDP_SmoothDer	Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
7610	EXCSRESNW.by.GDP_YoY	Excess Reserves of Depository Institutions Divided by GDP Year over Year
7612	EXCSRESNW.by.GDP_YoY5	Excess Reserves of Depository Institutions Divided by GDP 5 Year over 5 Year
7615	EXCSRESNW.by.GDP_SmoothDer	Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7616	EXCSRESNW.by.GDP_Log	Log of Excess Reserves of Depository Institutions Divided by GDP
7627	WLRRAL.by.GDP_mva365	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 365 Day MA
7628	WLRRAL.by.GDP_mva200	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA
7637	SOFR99.minus.SOFR1_mva365	Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 365 Day MA
7643	EXPCH.minus.IMPCH_Smooth	Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7645	EXPCH.minus.IMPCH_SmoothDer	Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7646	EXPCH.minus.IMPCH_Log	Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7647	EXPCH.minus.IMPCH_mva365	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 365 Day MA
7648	EXPCH.minus.IMPCH_mva200	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA
7649	EXPCH.minus.IMPCH_mva050	U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA
7656	EXPMX.minus.IMPMX_Log	Log of
7661	SRPSABSNNCB.by.GDP_YoY4	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 4 Year over 4 Year
7662	SRPSABSNNCB.by.GDP_YoY5	Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7665	SRPSABSNNCB.by.GDP_SmoothDer	Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7666	SRPSABSNNCB.by.GDP_Log	Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7673	ASTLL.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans; liability, Level (NSA) Divided by GDP
7676	ASTLL.by.GDP_Log	Log of All sectors; total loans; liability, Level (NSA) Divided by GDP
7677	ASTLL.by.GDP_mva365	All sectors; total loans; liability, Level (NSA) Divided by GDP 365 Day MA
7682	ASFMA.by.GDP_YoY5	All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7685	ASFMA.by.GDP_SmoothDer	Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7686	ASFMA.by.GDP_Log	Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7695	ASFMA.by.ASTLL_SmoothDer	Derivative of Smoothed All sectors; total loans Divided by farm mortgages
7696	ASFMA.by.ASTLL_Log	Log of All sectors; total loans Divided by farm mortgages
7703	ASFMA.INTEREST_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7707	ASFMA.INTEREST_mva365	Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7708	ASFMA.INTEREST_mva200	Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7713	ASFMA.INTEREST.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7717	ASFMA.INTEREST.by.GDP_mva365	Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 365 Day MA
7718	ASFMA.INTEREST.by.GDP_mva200	Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA
7720	FARMINCOME.by.GDP_YoY	Farm Income (Annual, NSA) Divided by GDP Year over Year
7725	FARMINCOME.by.GDP_SmoothDer	Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7726	FARMINCOME.by.GDP_Log	Log of Farm Income (Annual, NSA) Divided by GDP
7730	BOGMBASE.by.GDP_YoY	BOGMBASE Divided by GDP Year over Year
7731	BOGMBASE.by.GDP_YoY4	BOGMBASE Divided by GDP 4 Year over 4 Year
7735	BOGMBASE.by.GDP_SmoothDer	Derivative of Smoothed BOGMBASE Divided by GDP
7741	WALCL.by.GDP_YoY4	All Federal Reserve Banks: Total Assets Divided by GDP 4 Year over 4 Year
7750	ECBASSETS.by.EUNNGDP_YoY	Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7755	ECBASSETS.by.EUNNGDP_SmoothDer	Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7756	ECBASSETS.by.EUNNGDP_Log	Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7766	DGS30TO10_Log	Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7775	DGS10TO1_SmoothDer	Derivative of Smoothed Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7776	DGS10TO1_Log	Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7785	DGS10TO2_SmoothDer	Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7786	DGS10TO2_Log	Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7796	DGS10TOTB3MS_Log	Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7806	DGS10TODTB3_Log	Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7815	DGS10ByAAA_SmoothDer	Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7847	NPPTTLBYPOPTHM_mva365	ADP Private Employment / Population 365 Day MA
7860	CHRISCMEHG1.by.PPIACO_YoY	Copper, $/lb, Normalized by commodities producer price index Year over Year
7865	CHRISCMEHG1.by.PPIACO_SmoothDer	Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index
7866	CHRISCMEHG1.by.PPIACO_Log	Log of Copper, $/lb, Normalized by commodities producer price index
7869	CHRISCMEHG1.by.PPIACO_mva050	Copper, $/lb, Normalized by commodities producer price index 50 Day MA
7870	CHRISCMEHG1.by.CPIAUCSL_YoY	Copper, $/lb, Normalized by consumer price index Year over Year
7875	CHRISCMEHG1.by.CPIAUCSL_SmoothDer	Derivative of Smoothed Copper, $/lb, Normalized by consumer price index
7896	DCOILWTICO.by.PPIACO_Log	Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7903	LBMAGOLD.USD_PM.by.PPIACO_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7904	LBMAGOLD.USD_PM.by.PPIACO_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7905	LBMAGOLD.USD_PM.by.PPIACO_SmoothDer	Derivative of Smoothed Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7909	LBMAGOLD.USD_PM.by.PPIACO_mva050	Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 50 Day MA
7913	LBMAGOLD.USD_PM.by.CPIAUCSL_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by consumer price index
7914	LBMAGOLD.USD_PM.by.CPIAUCSL_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Gold, USD/Troy OUnce, Normalized by consumer price index
7915	LBMAGOLD.USD_PM.by.CPIAUCSL_SmoothDer	Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by consumer price index
7923	LBMAGOLD.USD_PM.by.GDP_Smooth	Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by GDP
7924	LBMAGOLD.USD_PM.by.GDP_Smooth.short	Savitsky-Golay Smoothed (p=3, n=15) Gold, USD/Troy OUnce, Normalized by GDP
7925	LBMAGOLD.USD_PM.by.GDP_SmoothDer	Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by GDP
7936	GDP.by.GDPDEF_Log	Log of Nominal GDP Normalized by GDP def
7937	GDP.by.GDPDEF_mva365	Nominal GDP Normalized by GDP def 365 Day MA
7938	GDP.by.GDPDEF_mva200	Nominal GDP Normalized by GDP def 200 Day MA
7939	GDP.by.GDPDEF_mva050	Nominal GDP Normalized by GDP def 50 Day MA
7947	GSG.Close.by.GDPDEF_mva365	GSCI Commodity-Indexed Trust, Normalized by GDP def 365 Day MA
7957	GSG.Close.by.GSPC.Close_mva365	GSCI Commodity-Indexed Trust, Normalized by S&P 500 365 Day MA
7967	GDPBYPOPTHM_mva365	GDP/Population 365 Day MA
7968	GDPBYPOPTHM_mva200	GDP/Population 200 Day MA
7975	GDPBYCPIAUCSL_SmoothDer	Derivative of Smoothed GDP divided by CPI
7985	GDPBYCPIAUCSLBYPOPTHM_SmoothDer	Derivative of Smoothed GDP divided by CPI/Population
8005	QQQ.CloseBYMDY.Close_SmoothDer	Derivative of Smoothed QQQ by MDY
8016	GSPC.DailySwing_Log	Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
8017	GSPC.DailySwing_mva365	S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 365 Day MA
8025	GSPC.Open.by.GDPDEF_SmoothDer	Derivative of Smoothed S&P 500 (^GSPC) Open divided by GDP deflator
8035	GSPC.Close.by.GDPDEF_SmoothDer	Derivative of Smoothed S&P 500 (^GSPC) Close divided by GDP deflator
8047	HNFSUSNSA.minus.HSN1FNSA_mva365	Houses for sale - houses sold 365 Day MA
8048	HNFSUSNSA.minus.HSN1FNSA_mva200	Houses for sale - houses sold 200 Day MA
8055	MSPUS.times.HOUST_SmoothDer	Derivative of Smoothed New privately owned units start times median price
8065	HOUST.div.POPTHM_SmoothDer	Derivative of Smoothed Housing starts divided by U.S. population
8077	MSPUS.times.HNFSUSNSA_mva365	New privately owned 1-family units for sale times median price 365 Day MA
8078	MSPUS.times.HNFSUSNSA_mva200	New privately owned 1-family units for sale times median price 200 Day MA
8085	MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_SmoothDer	Derivative of Smoothed Median home price times new and existing houses sold
8095	MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_SmoothDer	Derivative of Smoothed New and existing home sales volume
8107	GSPC.Open_mva050_mva200_sig	Sell Signal S&P 500 50 SMA - 200 SMA
8108	MULTPLSP500PERATIOMONTH_Mean	S&P 500 TTM P/E Average (Excludes Values Greater Than 50)

Equities

S&P 500 SMA Trends

Take a look at recent activity in the equities market. This section looks at the S&P 500 close value to the 50 day and 200 day simple moving average (SMA).

This is a longer view for the S&P 500 trend.

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1950-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

## Warning in max.default(structure(numeric(0), class = "Date"),
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## Warning in min.default(structure(numeric(0), class = "Date"),
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S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf

## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

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## replace the existing scale.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

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Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 242 rows containing non-finite values (stat_smooth).

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 342 rows containing non-finite values (stat_smooth).

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

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## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

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Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

How do the number of starts compare to population?

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 5.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

• ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.

datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 102 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 195 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'

## Warning: Removed 857 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065005.Q: All sectors; total mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL893065603.Q: All sectors; farm mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065603&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Frequency: Quarterly The Productivity and Costs release on August 7, 2003, will reflect the June 2003 benchmark revision to payroll employment. Since employment is now reported on a North American Industry Classification System (NAICS) basis, all of the historical data will be revised. Changes as a consequence of the move to NAICS should not be significant since this release carries data at high levels of aggregation.

Suggested Citation: U.S. Bureau of Labor Statistics, Nonfarm Business Sector: Labor Productivity (Output per Hour) for All Employed Persons [OPHNFB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OPHNFB, December 24, 2022.

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Frequency: Monthly

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, December 24, 2022.

Housing starts, NSA

HOUST reports at annual rate, but HOUSTNSA just reports the monthly numbers. I scale up the NSA to the annual rate.

Units: Thousands of Units, Not Seasonally Adjusted

Frequency: Monthly

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUSTNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUSTNSA, December 24, 2022.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.